Taken from: http://www.macobserver.com/tmo/article/mac_os_x_print_or_save_a_list_of_file_names

• Step 01:
  Open TextEdit and start a new document which you convert to plain text (which you can toggle under the Format menu or by hitting Shift-Command-T.)
• Step 02a:
  The first way to start your list is to select the files you want in it and drag them into that TextEdit document.
• Step 02b:
  What if you don’t like the paths, though? Select the files again, and instead of dragging them, hit Command-C (or choose Edit > Copy), then go back to your TextEdit document and hitCommand-V (or choose Edit > Paste).