Current status is described toward identifying unconventional order parameters in filled skutterudites with unique ordering phenomena. The order parameters in PrFe$_4$P$_{12}$ and PrRu$_4$P$_{12}$ are discussed in relation to associated crystalline electric field (CEF) states and angular form factors. By phenomenological Landau analysis, it is shown that a scalar order model explains most properties in both PrFe$_4$P$_{12}$ and PrRu$_4$P$_{12}$ with very different magnetic properties. In particular, the highly anisotropic susceptibility induced by uniaxial pressure in PrFe$_4$P$_{12}$ is explained in terms of two types of couplings. In the case of SmRu$_4$P$_{12}$, the main order parameter at low field is identified as magnetic octupoles. A microscopic mechanism is proposed how the dipole and octupole degrees of freedom mix under the point group $T_h$ of skutterudites.