Getting this?

[root@mdskvm-p06 ~]# pvcreate /dev/sda
  Device /dev/sda excluded by a filter.

It's likely because you're running the multipath daemon.  So partitions have to be created on the associated multipath devices, not the device names themselves:

[root@mdskvm-p06 ~]# lsblk
NAME            MAJ:MIN RM   SIZE RO TYPE  MOUNTPOINT
sda               8:0    0   3.3T  0 disk
`-mpathb        253:4    0   3.3T  0 mpath
sdb               8:16   0 111.8G  0 disk
|-sdb1            8:17   0   500M  0 part  /boot
`-sdb2            8:18   0 111.3G  0 part
  |-centos-root 253:0    0    50G  0 lvm   /
  |-centos-swap 253:1    0     4G  0 lvm   [SWAP]
  `-centos-home 253:2    0  57.2G  0 lvm   /home
sdc               8:32   0     4T  0 disk
`-mpatha        253:3    0     4T  0 mpath
sdd               8:48   0     4T  0 disk
`-mpatha        253:3    0     4T  0 mpath
sr0              11:0    1  1024M  0 rom
[root@mdskvm-p06 ~]# pvcreate /dev/sda -vvv 2>&1 | grep -Ei filter
      devices/global_filter not found in config: defaulting to global_filter = [ “a|.*/|” ]
        Sysfs filter initialised.
        Internal filter initialised.
        LVM type filter initialised.
        Usable device filter initialised (scan_lvs 0).
        mpath filter initialised.
        Partitioned filter initialised.
        MD filter initialised.
        Composite filter initialised.
      devices/filter not found in config: defaulting to filter = [ “a|.*/|” ]
        Regex filter initialised.
        Usable device filter initialised (scan_lvs 0).
        Composite filter initialised.
        Persistent filter initialised.
        Composite filter initialised.
        filter caching good /dev/sdb2
        /dev/sdb2: filter cache using (cached good)
        filter caching good /dev/mapper/mpatha
        filter caching good /dev/mapper/mpathb
        filter caching good /dev/sdb1
        /dev/sdb2: filter cache using (cached good)
        /dev/sdb2: filter cache using (cached good)
  Device /dev/sda excluded by a filter.
[root@mdskvm-p06 ~]#

Create the PV's as follows:

[root@mdskvm-p06 ~]# ls -altri /dev/mapper/mpath*
36340 lrwxrwxrwx. 1 root root 7 Dec 25  2013 /dev/mapper/mpathb -> ../dm-4
  630 lrwxrwxrwx. 1 root root 7 Dec 25  2013 /dev/mapper/mpatha -> ../dm-3
[root@mdskvm-p06 ~]# fdisk -l | grep Disk
Disk /dev/sda: 3600.6 GB, 3600557236224 bytes, 7032338352 sectors
Disk /dev/sdb: 120.0 GB, 120034123776 bytes, 234441648 sectors
Disk label type: dos
Disk identifier: 0x000ddc62
Disk /dev/mapper/centos-root: 53.7 GB, 53687091200 bytes, 104857600 sectors
Disk /dev/mapper/centos-swap: 4294 MB, 4294967296 bytes, 8388608 sectors
Disk /dev/mapper/centos-home: 61.5 GB, 61459136512 bytes, 120037376 sectors
Disk /dev/sdc: 4398.0 GB, 4398046511104 bytes, 8589934592 sectors
Disk /dev/mapper/mpatha: 4398.0 GB, 4398046511104 bytes, 8589934592 sectors
Disk /dev/mapper/mpathb: 3600.6 GB, 3600557236224 bytes, 7032338352 sectors
Disk /dev/sdd: 4398.0 GB, 4398046511104 bytes, 8589934592 sectors
[root@mdskvm-p06 ~]# multipath -ll
mpathb (3600508b1001c3dfb8e849ba5979f7950) dm-4 HP      ,LOGICAL VOLUME
size=3.3T features='1 queue_if_no_path' hwhandler='0' wp=rw
`-+- policy='service-time 0' prio=1 status=active
  `- 0:0:0:0 sda 8:0  active ready running
mpatha (36001405cde6c12381bf467d924692d4e) dm-3 SAN-STOR ,FILEIO
size=4.0T features='0' hwhandler='0' wp=rw
|-+- policy='service-time 0' prio=1 status=active
| `- 5:0:1:0 sdc 8:32 active ready running
`-+- policy='service-time 0' prio=1 status=enabled
  `- 1:0:0:0 sdd 8:48 active ready running
[root@mdskvm-p06 ~]#
[root@mdskvm-p06 ~]#
[root@mdskvm-p06 ~]# pvcreate /dev/mapper/mpathb
  Physical volume "/dev/mapper/mpathb" successfully created.
[root@mdskvm-p06 ~]# pvcreate /dev/mapper/mpatha
WARNING: xfs signature detected on /dev/mapper/mpatha at offset 0. Wipe it? [y/n]: n
  Aborted wiping of xfs.
  1 existing signature left on the device.
[root@mdskvm-p06 ~]# lsblk /dev/mapper/mpatha
NAME   MAJ:MIN RM SIZE RO TYPE  MOUNTPOINT
mpatha 253:3    0   4T  0 mpath
[root@mdskvm-p06 ~]# blkid /dev/mapper/mpatha
/dev/mapper/mpatha: UUID="4c128a7f-49fa-42a9-b829-27979c4aad6f" TYPE="xfs"
[root@mdskvm-p06 ~]# df -h /dev/mapper/mpatha
Filesystem      Size  Used Avail Use% Mounted on
devtmpfs        126G     0  126G   0% /dev
[root@mdskvm-p06 ~]#
[root@mdskvm-p06 ~]#
[root@mdskvm-p06 ~]#
[root@mdskvm-p06 ~]# mount|grep mpatha
[root@mdskvm-p06 ~]# pvcreate /dev/mapper/mpatha
WARNING: xfs signature detected on /dev/mapper/mpatha at offset 0. Wipe it? [y/n]: y
  Wiping xfs signature on /dev/mapper/mpatha.
  Physical volume "/dev/mapper/mpatha" successfully created.
[root@mdskvm-p06 ~]# pvs
  PV                 VG     Fmt  Attr PSize    PFree
  /dev/mapper/mpatha        lvm2 —     4.00t  4.00t
  /dev/mapper/mpathb        lvm2 —     3.27t  3.27t
  /dev/sdb2          centos lvm2 a–  <111.30g 60.00m
[root@mdskvm-p06 ~]#
 

Cheers,
TK