Lists allow you to group items in your collection together and are free-form, i.e. you can group items however you like.
You can find the List Management by going to My Stuff > List Management
In List Management you can create, edit, mark as private or delete new Lists -
To add a new List use the button on the top right -
Adding Collectibles to your Lists
Just select the List you want to share, it will show as underlined as here in this example -
Copy the URL and send it to the party you want to share with (or post it in a post or document).