We consider Bell tests in which the distant observers can perform local filtering before testing a Bell inequality. Notably, in this setup, certain entangled states admitting a local hidden variable model in the standard Bell scenario can nevertheless violate a Bell inequality after filtering, displaying so-called hidden nonlocality. Here we ask whether all entangled states can violate a Bell inequality after well-chosen local filtering. We answer this question in the negative by showing that there exist entangled states without hidden nonlocality. Specifically, we prove that some two-qubit Werner states still admit a local hidden variable model after any possible local filtering on a single copy of the state.