No, I put a sticker on the inside windshield or the driver door jamb, and keep an Excel worksheet for each vehicle. Besides, other than when I'm away from home, I do all of my own OC's so writing on the filter is an extra step I don't need.
If you don't get the free OC stickers from Advance, Napa, etc. if you contact your favorite brand or local oil distributor, you can get the stickers for free. I got freebies from Conoco Phillips and Quaker State in years passed.