Re: Hang on a mo...
Hmm, yes.
An admittedly brief look at the ADXL345 datasheet (one of the parts they tested) indicates that the bandwidth and rate can be slected basically anywhere between 0.05Hz and 1600Hz in steps (with data rates at twice those). The diagrams indicate a digital low pass filter *after* the ADC but nothing before it.
And before the ADC is where you need an anti-aliasing filter because once alias noise is in the system there is precisely nothing you can do about it... oops!