There are no randomized controlled trials of thrombolytic therapy, pulmonary embolectomy, or inferior vena cava (IVC) filters in patients with unstable pulmonary embolism (those in shock or on ventilator support). Yet, there are many investigations of these treatments based on retrospective cohort studies using administrative data from large government and commercial databases. Extensive data from these cohort studies showed that thrombolytic therapy resulted in the lowest in-hospital all-cause mortality. The results of thrombolytic therapy were greatly improved if IVC filters were added. In fact, IVC filters decreased in-hospital all-cause mortality with anticoagulants alone or with pulmonary embolectomy as well as thrombolytic therapy in adults of all ages with unstable pulmonary embolism. The IVC filters reduced mortality only if inserted on the day of admission or the next day, while the patients were unstable and in a fragile condition. We conclude that the best treatment for patients with unstable pulmonary embolism is thrombolytic therapy combined with an IVC filter inserted during the period of fragility, while the patient is unstable, and this treatment is indicated in all unstable patients irrespective of age.