If you are calling sidebar.phtml
using the partial helper, partials have their own variable scope, they can only access variables which are passed in to them. You need to either include your session variables in your partial helper call:
echo $this->partial('sidebar.phtml', array(
'filterCity' => $this->filterCity,
'filterIndustryIds' => $this->filterIndustryIds
)
or use render instead (which uses the same scope as the other view scripts):
<?=$this->render('sidebar.phtml')?>