Spin-orbit coupling-induced anisotropies of plasmon dynamics are investigated in two-dimensional semiconductor structures. The interplay of the linear Bychkov-Rashba and Dresselhaus spin-orbit interactions drastically affects the plasmon spectrum: the dynamical structure factor exhibits variations over several decades, prohibiting plasmon propagation in specific directions. While this plasmon filtering makes the presence of spin-orbit coupling in plasmon dynamics observable, it also offers a control tool for plasmonic devices. Remarkably, if the strengths of the two interactions are equal, not only the anisotropy but all the traces of the linear spin-orbit coupling in the collective response disappear.