Built a power supply for an empty cabinet using this old Bob drawing that I've used many times before. When I got done, I realized I put the fuse downstream (rather than upstream) of the line filter. Any concerns?
Yes, the fuse should be installed before the line filter.
Line filters are not infallible. In the event of a fault inside the line filter, there is nothing to interrupt the current and could technically lead to smoke/fire hazard.