Filter element based on .data() key/value

your filter would work, but you need to return true on matching objects in the function passed to the filter for it to grab them.

var $previous = $('.navlink').filter(function() { 
  return $(this).data("selected") == true 
});

We can make a plugin pretty easily:

$.fn.filterData = function(key, value) {
    return this.filter(function() {
        return $(this).data(key) == value;
    });
};

Usage (checking a radio button):

$('input[name=location_id]').filterData('my-data','data-val').prop('checked',true);

Just for the record, you can filter on data with jquery (this question is quite old, and jQuery evolved since then, so it's right to write this solution as well):

$('.navlink[data-selected="true"]');

or, better (for performance):

$('.navlink').filter('[data-selected="true"]');

or, if you want to get all the elements with data-selected set:

$('[data-selected]')

Note that this method will only work with data that was set via html-attributes. If you set or change data with the .data() call, this method will no longer work.