There are 2 main types of vacuum cleaner accessories that are available. They are a filter kit or dust bag, which depending on the type of vacuum you have will decide which type of part you will need. A filter would allow the air to flow through it but would catch the dust stopping it from passing through. A dust bag would suck up the air and blow it along with all the dust collected in to the bag.
The second main type of accessory available would be additional cleaning heads for specific models. These include heads that are built for a specific purpose, for example a stair and upholstery brush which as you can likely tell, is designed specifically for cleaning stairs and upholstery.