Many real world problems, e.g. personnel scheduling and transportation planning, can be modeled naturally as Constrained Shortest Path Problems (CSPPs), i.e., as Shortest Path Problems with additional constraints. A well studied problem in this class is the Resource Constrained Shortest Path Problem. Reduction techniques are vital ingredients of solvers for the CSPP, that is frequently NP-hard, depending on the nature of the additional constraints. Viewed as heuristics, these techniques have not been studied theoretically with respect to their efficiency, i.e., with respect to the relation of filtering power and running time. Using the concepts of Constraint Programming, we provide a theoretical study of cost-based filtering for shorter path constraints on acyclic, on undirected, and on directed graphs that do not contain negative cycles. We then show empirically how reasoning about path-substructures in combination with CP-based Lagrangian relaxation can help to improve significantly over previously developed problem-tailored filtering algorithms for the resource constrained shortest path problem and investigate the impact of required-edge detection, undirected versus directed filtering, and the choice of the algorithm optimizing the Lagrangian dual.