I was always wondering if theres anyway to get bokeh that looks something like this (vertically distorted bokeh).

This vertically-oval bokeh is the result of an anamorphic lens, which "squeezes" an image horizontally to fit a laterally-wide field of view into a relatively narrower film or sensor format. The image must be "unsqueezed" in post-processing or projection to restore the scene's geometry to normal.

Bokeh takes on the appearance of the entrance pupil, which is vertically oblong, before the image is "squeezed". Therefore, after the "unsqueezing", the bokeh is still vertically oval-shaped.

Or is there a Photoshop filter that does the same?

It's possible such a thing exists, but (a) not in the default Photoshop install, and (b) it will be very hard to produce a convincing bokeh filter effect because it requires information about the light field that is not present in the 2D scene stored in the image file.

For more on anamorphic bokeh, see:

• Why is anamorphic bokeh oval shaped? (Photo.SE)
• Does oval-shaped bokeh indicates that the aspect ratio of the image was modified? (Video.SE)
• Understanding Anamorphic Lenses (red.com)
• Anamorphic Bokeh (cinematography.com forums)