Inelastic neutron scattering measurements on several Tl filled skutterudites (Tl0.5Co3.5Fe0.5Sb12, Tl0.8Co3FeSb12, and Tl0.8Co4Sb11Sn) all show a sharp peak in the vibrational density of states at 57+/-2 K, which is absent in the unfilled skutterudite CoSb3. Heat capacity measurements on Tl0.8Co4Sb11Sn as compared to CoSb3 are consistent with the presence of a localized vibrational mode associated with the "rattling" thallium atoms in this filled skutterudite compound. Both results are well described by a localized Einstein mode model with an Einstein temperature Theta(E) of 53+/-1 K. These data provide perhaps the clearest example of local mode behavior in a concentrated metallic system.