Physical layer security has been considered as an important security approach in wireless communications to protect legitimate transmission from passive eavesdroppers. This paper investigates the physical layer security of a wireless multiple-input multiple-output (MIMO) orthogonal frequency division multiplexing (OFDM) communication system in the presence of a multiple-antenna eavesdropper. We first propose a transmit-filter-assisted secure MIMO-OFDM system which can destroy the orthogonality of eavesdropper's signals. Our proposed transmit filter can disturb the reception of eavesdropper while maintaining the quality of legitimate transmission. Then, we propose another artificial noise (AN)-assisted secure MIMO-OFDM system to further improve the security of the legitimate transmission. The time-domain AN signal is designed to disturb the reception of eavesdropper while the legitimate transmission will not be affected. Simulation results are presented to demonstrate the security performance of the proposed transmit filter design and AN-assisted scheme in the MIMO-OFDM system.