print [s for s in list if sub in s]
If you want them separated by newlines:
print "\n".join(s for s in list if sub in s)
Full example, with case insensitivity:
mylist = ['abc123', 'def456', 'ghi789', 'ABC987', 'aBc654']
sub = 'abc'
print "\n".join(s for s in mylist if sub.lower() in s.lower())