EDIT:
I went through the same problem again. The solution is pretty simple (if you're not committing the mistake below). You have to put the libraries (struts2 in this case) in the WEB-INF/lib folder. To do so, do not directly copy the ".jar"s. Instead, go to : "right click on the project" > Properties > Deployment Assembly > Add.. > Add your libraries' current path. It worked for me when using Maven (I selected the 'Maven Dependencies' folder).
BEFORE EDIT:
I felt kind of obliged to give an answer here.. I had the same trouble and I didn't find the answer on the internet.. and it's pretty simple.. (I called myself stupid many times lol)
I guess you are putting the < filter > and < filter-mapping > struts configurations on the wrong web.xml. It should be your application's xml, not your server's.
At least, that's what happened to me. Since I'm new to java web applications, I didn't know the difference between the documents (web.xml) and forgot an important thing : always download the examples and compare it with my current project.