Ultrafilter Lemma

Theorem
Let $S$ be a set.

Every filter on $S$ is contained in an ultrafilter on $S$.

Proof
Let $\Omega$ be the set of filters on $S$.

From Subset Relation is Ordering, the subset relation "$\subseteq$" makes $\Omega$ a partially ordered set.

If $C \subseteq \Omega$ is a non-empty chain, then $\bigcup C$ is again a filter on $S$ and thus an upper bound of $C$.

For any $\mathcal F \in \Omega$ there is therefore by Zorn's Lemma a maximal element $\mathcal F'$ such that $\mathcal F \subseteq \mathcal F'$.

The maximality of $\mathcal F'$ is in this context equivalent to $\mathcal F'$ being an ultrafilter.