We report on the filaments that develop self-consistently in a new numerical simulation of cloud formation by colliding flows. As in previous studies, the forming cloud begins to undergo gravitational collapse because it rapidly acquires a mass much larger than the average Jeans mass. Thus, the collapse soon becomes nearly pressureless, proceeding along its shortest dimension first. This naturally produces filaments in the cloud, and clumps within the filaments. The filaments are not in equilibrium at any time, but instead are long-lived flow features, through which the gas flows from the cloud to the clumps. The filaments are long-lived because they accrete from their environment while simultaneously accreting onto the clumps within them; they are essentially the locus where the flow changes from accreting in two dimensions to accreting in one dimension. Moreover, the clumps also exhibit a hierarchical nature: the gas in a filament flows onto a main, central clump, but other, smaller-scale clumps form along the infalling gas. Correspondingly, the velocity along the filament exhibits a hierarchy of jumps at the locations of the clumps. Two prominent filaments in the simulation have lengths ~15 pc, and masses ~600 Msun above density n ~ 10^3 cm-3 (~2x10^3 Msun at n > 50 cm-3). The density profile exhibits a central flattened core of size ~0.3 pc and an envelope that decays as r^-2.5, in reasonable agreement with observations. Accretion onto the filament reaches a maximum linear density rate of ~30 Msun Myr^-1 pc^-1.