What you can do and what you should do are different matters.
If the list is very short, or you are only ever going to call find once then use the linear approach above.
However linear-search is one of the biggest evils I find in slow code, and consider using an ordered collection (set or multiset if you allow duplicates). If you need to keep a list for other reasons eg using an LRU technique or you need to maintain the insertion order or some other order, create an index for it. You can actually do that using a std::set of the list iterators (or multiset) although you need to maintain this any time your list is modified.