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If $S\subseteq \kappa$ is stationary and $f(\alpha )\in A_{\alpha }$ for a kappa-filtration, then $f$ is constant on a stationary subset. Restrict to limit indices and use continuity to find a smaller stage containing each value. Fodor lemma fixes that stage on a stationary subset. Its size is less than $\kappa$, so club filter completeness makes one value fiber stationary.

A kappa-filtration is an increasing continuous sequence with union $A$ and $|A_{\alpha }|<\kappa$ at every stage. Intersect $S$ with the club set of nonzero limit ordinals. For each remaining $\alpha$, continuity gives $A_{\alpha }={\bigcup }_{\beta <\alpha }{A}_{\beta }$, so choose $r(\alpha )<\alpha$ with $f(\alpha )\in A_{r(\alpha )}$. This is a regressive function. Fodor lemma gives a stationary subset $S_1$ and a fixed $\beta$ such that all these values lie in $A_{\beta }$.

Since $|A_{\beta }|<\kappa$, partition $S_1$ into fewer than $\kappa$ fibers of $f$. If every fiber were nonstationary, choose a club set avoiding each one. Their intersection is club set by regularity, contradicting stationarity of $S_1$. Thus one fiber is stationary, andThis proves the filtration form of Fodor lemma; continuity at limit stages, the small size of each stage, and regularity of $\kappa$ are all used.