This study is motivated by recent observations on ubiquitous interstellar density filaments and guided by modern theories of compressible magnetohydrodynamic (MHD) turbulence. The interstellar turbulence shapes the observed density structures. As the fundamental dynamics of compressible MHD turbulence, perpendicular turbulent mixing of density fluctuations entails elongated density structures aligned with the local magnetic field, accounting for low-density parallel filaments seen in diffuse atomic and molecular gas. The elongation of low-density parallel filaments depends on the turbulence anisotropy. When taking into account the partial ionization, we find that the minimum width of parallel filaments in the cold neutral medium and molecular clouds is determined by the neutral-ion decoupling scale perpendicular to magnetic field. In highly supersonic MHD turbulence in molecular clouds, both low-density parallel filaments due to anisotropic turbulent mixing and high-density filaments due to shock compression exist.