You may be able to run a furnace without a filter for one night; it might not damage your HVAC system. It is not recommended. Know that the longer you run without an air filter, the more dust and other contaminants are accumulating inside your ducts and furnace. The fan will be running faster as it is calibrated to move air through a filter. Not the best idea. The better plan is to buy spare filters. Be ready for that inevitable next filter change.