This can be a catalog-style reference resource organizing by theme or subtheme meant as a resource (ie: Brickset, Peeron, Brickiwiki) or it can simply be an individual's personal list of what is in their collection.
As applied to BrickWiki
In the past some contributors to BW have attempted to create exhaustive set lists for various themes. Others believe that such lists are not informative and duplicate existing resources dedicated to such categorization such as Brickset and Peeron. BW has chosen not to allow set lists instead you should refer to an appropriate database.
- See also: Brickwiki:Conventions#Set_Lists
How to integrate the information into an Article
One method of integrating the set list information into an article is to use the Set list template which produces a table including links to various databases that specialize in cataloging sets.