The easiest way to do this would be using the Manage Lists function.  To do this, right click on Lists in the Solution Explorer and choose Manage Lists.

This gives you the option to make lists from the intersection of multiple lists, make lists from the union, concatenate lists, subtract the second list from the first list and return the result, or vice versa.  In addition, for single lists, the user has the option of creating unique lists and sorting the list.