Well, you would have to create that in a tree format.
Like it may look something like this.
Nintendo
-- US Roms
-- Non-US Roms
-- Bootlegs
-- Hacks
Super Nintendo
-- etc
So you would be selecting the rom set through the menu. The purpose of the tree, as I see it, is to make everything apparent to the user, on the screen.
If you are asking to use a Tree, and then have some sort of a "game list switch" button you could configure, then I believe you are right, there is no way to do that. I believe you'd have to add the different gamelists to the tree as described above.