[Spooks] SDR Question

[KD7JYK DM09]

For those playing with the modern SDR's, do they have selectable bandwidth? 
Everything I am familiar with has things alongs the line of 2 KHz or so for 
AM, 1.4 for SSB, various CW bandwidths, 100-200 KHz for FMBC, 15 KHz for FM 
on 10m and so forth.  Seems with a lot of the new modulation schemes, 
something where you can manually adjust the filter by the Hz would be nice 
for cutting out noise.  What about looking at a wideband signal, if you set 
an SDR to 30 or 40 KHz, would you see and hear that whole swath?

Kurt