The short answer is no. However, there are significant differences in the type of oil filters you can choose. The more you want to spend, the higher quality you will get, and the more contaminants you will keep out of your engine.
Filter manufacturers usually make varying grades of filters (good/better/best). If you’re using a mineral-based oil and tend to change your oil on schedule, a good filter will work. If you are using a synthetic oil, or intend to put on more miles before another oil change, buying a top of the line filter is your best bet.
It’s always a good idea to check your owner’s manual or manufacturer’s website for compatibility.