Here's one solution: a list of numbers- I used 1 thru 10- in A1:A10. A
second, shorter list of numbers in C1:C3. I wrote the following
formula in E1 and copied it thru E10:
=IF((ISERROR(MATCH(A1,$C$1:$C$3,0))),"",A1)
This does not require the lists to be sorted.

Will that do it for you?