How to override the queryset giving the filters in list_filter?

See ModelAdmin.queryset and ModelAdmin.formfield_for_foreignkey. From the docs:

The queryset method on a ModelAdmin returns a QuerySet of all model instances that can be edited by the admin site. One use case for overriding this method is to show objects owned by the logged-in user:

class MyModelAdmin(admin.ModelAdmin):
    def queryset(self, request):
        qs = super(MyModelAdmin, self).queryset(request)
        if request.user.is_superuser:
            return qs
        return qs.filter(author=request.user)

The formfield_for_foreignkey method on a ModelAdmin allows you to override the default formfield for a foreign keys field. For example, to return a subset of objects for this foreign key field based on the user:

class MyModelAdmin(admin.ModelAdmin):
    def formfield_for_foreignkey(self, db_field, request, **kwargs):
        if db_field.name == "car":
            kwargs["queryset"] = Car.objects.filter(owner=request.user)
        return super(MyModelAdmin, self).formfield_for_foreignkey(db_field, request, **kwargs)

This uses the HttpRequest instance to filter the Car foreign key field to only display the cars owned by the User instance.

[update]

Sorry, I failed to read the "filter" part. In Django >= 1.4 you can pass a subclass of django.contrib.admin.SimpleListFilter in the list_filter argument list, which you can use in order to override the lookups and queryset methods.

from datetime import date

from django.contrib import admin
from django.utils.translation import ugettext_lazy as _

class DecadeBornListFilter(admin.SimpleListFilter):
    # Human-readable title which will be displayed in the
    # right admin sidebar just above the filter options.
    title = _('decade born')

    # Parameter for the filter that will be used in the URL query.
    parameter_name = 'decade'

    def lookups(self, request, model_admin):
        """
        Returns a list of tuples. The first element in each
        tuple is the coded value for the option that will
        appear in the URL query. The second element is the
        human-readable name for the option that will appear
        in the right sidebar.
        """
        return (
            ('80s', _('in the eighties')),
            ('90s', _('in the nineties')),
        )

    def queryset(self, request, queryset):
        """
        Returns the filtered queryset based on the value
        provided in the query string and retrievable via
        `self.value()`.
        """
        # Compare the requested value (either '80s' or '90s')
        # to decide how to filter the queryset.
        if self.value() == '80s':
            return queryset.filter(birthday__gte=date(1980, 1, 1),
                                birthday__lte=date(1989, 12, 31))
        if self.value() == '90s':
            return queryset.filter(birthday__gte=date(1990, 1, 1),
                                birthday__lte=date(1999, 12, 31))

class PersonAdmin(admin.ModelAdmin):
    list_filter = (DecadeBornListFilter,)

Edit - this method has been pointed out to have issues, see below

You can do it like this:

Let's say you have a model called Animal, which has a ForeignKey field to a model called Species. In a particular admin list, you want to allow only certain species to be shown in the animals filter choices.

First, specify a custom ListFilter called SpeciesFilter in the Animal's ModelAdmin:

class AnimalAdmin(ModelAdmin):
    list_filter = (('species', SpeciesFilter),)

Then define the SpeciesFilter:

from django.contrib.admin.filters import RelatedFieldListFilter

class SpeciesFilter(RelatedFieldListFilter):
    def __init__(self, field, request, *args, **kwargs):
        """Get the species you want to limit it to.
        This could be determined by the request,
        But in this example we'll just specify an
        arbitrary species"""
        species = Species.objects.get(name='Tarantula')

        #Limit the choices on the field
        field.rel.limit_choices_to = {'species': species}

        #Let the RelatedFieldListFilter do its magic 
        super(SpeciesFilter, self).__init__(field, request, *args, **kwargs)

That should do it.