There is this one mailing list I subscribe to, called "simpsons-L" and it's more like an e-mail forum than a mailing list. Someone starts a chat about something, and put a title in the title slot, and people reply to it. The message is sent to one person that is then redirected to everyone.

How does this work, and how can I start my own?

I think Yahoo Groups http://groups.yahoo.com does this sort of thing.

Okay, I never thought of that...

I know that IMail (mail server) has a list server that supports that.

try also these free mailing list: topica, royal-responder and getresponse.