The sampling theorem requires a sampling rate greater than twice the highest frequency present, that threshold being the Nyquist rate. Below it, higher frequencies are indistinguishable from lower ones and appear as aliases that cannot be removed afterwards.
Worked example. A signal containing components up to 4 kHz is sampled at 6 kHz. The Nyquist frequency is 3 kHz, so the 4 kHz component aliases to:
|4,000 − 6,000| = 2,000 Hz
It appears as a 2 kHz tone that was never in the original. This is why an anti-aliasing low-pass filter is applied before sampling, not after. Filtering afterwards cannot separate a real 2 kHz component from an aliased one.