The best way to do this is to use dynamic named ranges for your lists. For example if your list is in column A of worksheet Sheet2, go to Insert -> Name -> Define. Give it a name such as MyList1 and in the Refers To bo enter the formula:
=Offset['Sheet2'!$A$1, 0, 0, CountA['Sheet2'!$A:$A],1]
Then select the cell with the data validation, go to Data -> Validation and enter =MyList1 in the Source box.