Do you mean to convert only one part of image or only one layer, for example, to BW leaving other layers unchanged?
Couple of methods:
If you have layered file clip BW adjustment layer to that layer.
If you have flat image apply BW adjustment layer just to one particular portion of image using layer mask attached to adjustment layer which will partially restrict conversion to only desired part.
If you want to apply destructive adjustment-filter then create selection before applying destructive change which will be limited to selected area.
If you have flat file and you want to apply non-destructive changes use adjustment layers and convert image/layer to Smart object layer so you can apply filter non-destructivelly plus you can limit filter to only one part of image using filter mask. Note: you can convert same layer to Smart Object multiple times.