It's possible but not terribly pretty...
You need to create a link to a search that performs a board: filter and a list: filter. This will then show all the cards in that board/list.
For example, to create a URL that shows you the list "The First List" on board "My Board", the Trello markdown would be:
[The First List](https://trello.com/search?q=board%3A%22My%20Board%22%20list%3A%22The%20First%20List%22)
Note that Trello's search only works on boards you are a member of so you can't use this approach to filter a list from a public board.