Filopodia are long, finger-like membrane tubes supported by cytoskeletal filaments. Their shape is determined by the stiffness of the actin filament bundles found inside them and by the interplay between the surface tension and bending rigidity of the membrane. Although one might expect the Euler buckling instability to limit the length of filopodia, we show through simple energetic considerations that this is in general not the case. By further analyzing the statics of filaments inside membrane tubes, and through computer simulations that capture membrane and filament fluctuations, we show under which conditions filopodia of arbitrary lengths are stable. We discuss several in vitro experiments where this kind of stability has already been observed. Furthermore, we predict that the filaments in long, stable filopodia adopt a helical shape.