After coming here for help, I made my own solution and wanted to share it. It's based on user2363986's answer, but I think this is more scalable. Meaning, that if you have 1000 extensions, the code will still look somewhat elegant.
from glob import glob
directoryPath = "C:\\temp\\*."
fileExtensions = [ "jpg", "jpeg", "png", "bmp", "gif" ]
listOfFiles = []
for extension in fileExtensions:
listOfFiles.extend( glob( directoryPath + extension ))
for file in listOfFiles:
print(file) # Or do other stuff