You can always filter the messages into a folder using the List-Id field in the message headers. It looks like this for the wine-devel list.
List-Id: Wine Developer's List <wine-devel.winehq.org>
kubrick@fgv6.net wrote:
I have many subscriptions to different mailing list with my email-address and I'd appreciate a lot to be able to identify a message from this mailing list quickly by reading it's subject. Could you please add a subject prefix like [WINE-DEVEL] in the mailman preferences ? It's very easy to do, so maybe there is a good reason why you haven't done it yet...