In this episode of can you sharpen on it I attempt to sharpen a knife on a file. I would say I had semi successful results. The knife was able to cut things fine but wasn't very refined.
If you had a cheap knife you don't care about this could work for you. I cut some rope, bailing twine, a grass seed bag and some paper.
Some things to consider would be. The hardness of the knife. The harder the knife the less this method is viable. The cut of the file. The finer the cut the more refined of an edge you will get. The length of the file. The shorter it is the closer together the teeth are giving you a finer edge and less chance of it grabbing. I would recommend a six inch file in as sooth a cut as you can find.
Also it also seems to depend on the knife. For example this knife seemed to chip along some of the edge whilst another knife I did didn't have that problem. In saying that I didn't look very carefully at the knife before I started sharpening so they could have been chips that were already in there and I didn't take them out. But even if it did chip from the file a six inch file would be much better and I believe would avoid the chipping issue.