Q: How can I have my incoming mailing-list messages automatically put
   into appropriate folders?

This is one of the most frequently asked questions about email.  This
FAQ provides basic instructions for Unix users to set up either
procmail, mailagent, or elm's filter to filter incoming mailing-list
messages.  If you have a choice, I recommend procmail which is
powerful, robust, and is actively developed and supported.

All these mail processors can also be set up to filter other types of
incoming messages, send automated replies, etc.  For instructions see
the relevant references listed below.