It sounds as if what you want is like another kind of float, like a figure or table, except for it not necessarily to "float". Fortunately, the float package can do that for you.
\usepackage{float}
\newfloat{lablist}{H}{lol}
\floatname{lablist}{List}
The above (in a preamble) defines a new floating environment, lablist, which is by default always placed exactly where it occurs in the source text (which is what the H does), and which are labelled by List n: in the captions. You can then do whatever you want in those environments, such as use an enumerated list.
Example.
\documentclass{article}
\usepackage{multicol}
\usepackage{float}
\newfloat{lablist}{H}{lol}
\floatname{lablist}{List}
\begin{document}
The following are the names of the digits in the Indo-Arabic numeral system, in English:
\begin{lablist}
\setlength\columnseprule{0.3pt}
\begin{multicols}{5}
\begin{enumerate}
\addtocounter{enumi}{-1}
\item zero \item one \item two \item three \item four
\item five \item six \item seven \item eight \item nine
\end{enumerate}
\end{multicols}
\caption{foo}
\label{list:foo}
\end{lablist}
\noindent
Refer to List~\ref{list:foo} whenever confused about the English names of numerals.
\end{document}

\refto produce? – Roelof Spijker Oct 21 '11 at 14:07enumeratewould be a good idea. – Marnix Oct 21 '11 at 14:24