Depends on what you mean.
If you have two lists (each one column), then you could
create a new worksheet
copy the first list in A1
copy the second list at the bottom of the first list
Data|Filter|Advanced Filter and click "unique records only" and plop them into
B1.
then delete column A.
Debra Dalgleish has some notes with pictures at:
http://www.contextures.com/xladvfilter01.html#FilterUR
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if you have multiple columns of other data, you could do the same thing, then
use a bunch of =vlookup()'s to retrieve the columns from each sheet that you
wanted to keep.