The use of the wildcard as a type parameter seems odd here. Why not use (array: 'a[]) for example? I'm guessing its a quirk of the F# syntax?

    let filter f (array: _[]) = 
        checkNonNull "array" array
        let res = List<_>() // ResizeArray
        for i = 0 to array.Length - 1 do 
            let x = array.[i] 
            if f x then res.Add(x)
        res.ToArray()