Merlin's 'Designing Power Supplies' book is highly useful if you can get a copy.
But Chapter 11 of his latest (Designing Hi-Fi Tube Preamps) book is available for purchase from the link on his website, and is very useful.
Basically, a R/C filter is a lo-pass (or high-cut) frequency filter, and a amplifier power supply filter chain consists of a series of dropping resistor/filter caps that is simply a series of R/C filters connected together.
The R/C values in a typical power supply filter chain are designed to for 2 main purposes, namely:
1) To remove any possibility of ripple frequencies from the power supply affecting the DC stability of the whole power supply. This 'ripple' is comprised of residual peaks and troughs from the reservoir cap's charging cycle, and corresponds with the 2 x mains frequency in a full wave rectified power supply; and
2) To decouple any single gain stage's signal from 'pulling' on the DC power supply voltage, by shunting any variation in DC that may otherwise appear at the filter cap's charged (+ve) pole, to ground.
The bigger 'C' is in relation to 'R' in each R/C filter section, the more HF gets rolled off. I say 'HF', but this is a relative concept, because the comparative values of 'capacitance' (compared to 'resistance') in a typical R/C filter stage, is designed to roll of virtually all audible frequencies. So it is not so much a 'HF filter' per se, but rather is a total signal filter. Ideally you want the filter to be able to shunt all audible frequencies that you would encounter in an amp, so that you don't even get any subharmonics of the fundamental frequencies affecting the power supply stability. This is why, in bass amps in particular, is is common to see large capacitance values, particularly on the screen supply node, to ensure that undesirable screen current feedback from the power supply is otherwise avoided.