Long before people started using cotton gauze air filters soaked in oil, the oil bath air filter was the dominant filter on the market. The filter removes debris in the air by running it over oil and a mesh element. These filters worked great when most roads were dirt, but they could be messy to clean.
The oil bath air filter pulls in outside air and makes it turn 90 degrees over a pool of oil. This helps to remove the large, heavy particles. The air then travels over a filter element that rests in the oil and wicks it into the fibers (often made of steel mesh). Some early filters used horse hair for the element, while some more modern filters used foam.
The filter element could be cleaned with kerosene. This was typically the job of the newest guy at the shop. The oil used for the bath was typically engine oil that had to be filled to a specific level for the filter to be able to catch debris. The element could last the life of the vehicle in some cases.
As roads improved in the 1950s, the need faded away for a filter that could hold a lot of dirt without clogging. Thus came disposable pleated paper filters, which could filter smaller debris.