The 2004-2009 Mazda 3 a/c cabin air filters are scheduled to be changed every 20,000 miles and they are hidden sort of deep in the dash.

Many early models like the 2004, and 2005 didn't come with filters, however they can be installed in those years too. I didn't find this out until I took the whole dash apart, so it was a bit of a surprise to pull out those empty plastic trays.

If your Mazda 3 a/c has a funky smell it's possible that your filter needs to be replaced.

For the 2010-2012 Mazda3, this is much simpler. The filter is located in the same area, however you do not have to remove the glove box or fuse panel.