Drupal Views has a feature where you can expose the exposed filters as a block (Exposed form in block under Exposed form).
How to style that block? Template pattern is defined in function template_preprocess_block.
$variables['template_files'][] = 'block-' . $variables['block']->module . '-' . $variables['block']->delta;
So: 'block-NAME_OF_MODULE-BLOCK_DELTA
In case of exposed filter block the module is views. To find out what block delta you need, check out the admin/build/block list, the last argument in the link to block configuration page is the value you are looking for.
For example, in link to admin/build/block/configure/views/-exp-taxonomy_term-page that would be -exp-taxonomy_term-page so tpl file name would be: block-views--exp-taxonomy_term-page.tpl.php