The logic that doesn't exist is (in pseudo-code):
forEach( emailAddress in listOfAddresses )
forEach( leadId in emailAddress.allLeads )
forEach( list in is leadId.listMemberships )
Now, you can actually build something like this offline using the API (not actually so easy, since it involves polling for all the lists). But for practical (UI-only) purposes it isn't possible.
you will have to do something like this to achieve what you want, hopefully you don't have too many lists to list...