In Britain, we'd rarely see filet mignon on a menu outside of one having pretensions to Frenchness. But, if I did see it I'd know exactly what I was going to get - a fillet steak with a rich Madeira sauce.
But am I right in thinking that in America, "filet mignon" is what folk would just call a fillet steak? Possibly no sauce? Or with a sauce that wasnt Madeira?
And, yes, to complicate matters further, I know that in France this is a term more often used for pork not beef.