I haven’t seen anything about keeping more than one list, BUT, you could use the subscriber preferences to set up more than one.
So, on List Building > Subscription Form Fields > Preferences, you’d have the list name as the label, and select “disabled/private” if you don’t want to give the subscribers the option to be on multiple newsletters. When you import or add subscribers manually you can select which newsletter they belong should to. Then, when composing, you’d just select the newsletter in the Target tab.
Kind of a workaround, but should be simple and effective.