Overview:
When a Territory filter is selected in My Accounts, Accounts with no Territory or with different Territory are appearing in the view.
Root Cause:
This is working as designed. When there is an active sharing rule for the user's Territory that provides access to the Account, the Account appears even if a different territory filter is selected.
Solution:
Check the Sharing Detail of the Account using the following link:
[Salesforce instance URL]/p/share/AccSharingDetail?parentId=[Account SFDC Id]
The Sharing Settings for Account can be modified in Setup --> Security Controls --> Sharing Settings.
Related Documentation:
CRM Help Documentation: My Accounts