Hey Armanda,
Marketo does not currently have a "Blocked from mailings" filter. However this is recreatable by adding a few different filters. If you would like to find all the leads in a Segment who are mailable, I would suggest to create a smart list with the following filters:
[Segmentation Name] Segment
Email Address: is not empty
Email Invalid: False
Unsubscribed: False
Marketing Suspended: False
Black Listed: False