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This paper reports the first experimental demonstration of an optically pumped electron spin filter. Unpolarized electrons produced in a cold-cathode discharge drift through a mixture of spin-polarized Rb and a nitrogen or helium buffer gas. Through spin-exchange collisions with the Rb, the drifting electrons become polarized along the optical pumping axis. We study the role of the buffer gas in both the optical pumping and the spin transfer to the free electrons. This spin filter produces electron beams with currents and polarizations comparable to first-generation GaAs polarized electron sources.