Preheat oven to 180°C (160°C for fan assisted ovens) / 350°F / Gas M4.
Melt butter with capers in pan to allow flavour to infuse. Open out filo sheets and cut stack in half across length to give 2 equal rectangles
Lightly brush one sheet with butter, place on work surface and lay one salmon fillet in middle. Gently bring up the pastry to cover sides of fish and overlap top edges but leave fish visible. Brush a second sheet of pastry, carefully lift the fish in filo on to centre and repeat with side pastry.
Pleat or fold pastry to give attractive 'wavy' look. Brush pastry and fish again with butter and repeat with remaining fish and pastry.
Place on baking sheet and bake for approx. 15 minutes until fish is cooked and pastry golden brown.
Serve with remaining, reheated caper butter allowing capers to topple onto fish.