When you want to achieve this from the TB side I guess the easiest way is to create a filter for each mailing list with 'continue processing with other filters' enabled on the options tab and set those filters to copy (not move, but copy) the message to the folder matching the respective mailing list.
Keep this series of filters clustered together with as last filter a filter that checks whether the message is sent to one (or more) of your mailing lists and then delete the message, this will leave your copy/copies in the proper destination folder(s). Note that this last filter has no need for the 'continue processing...' option to be enabled.
This setup has the disadvantage that every message will be handled at least twice, but it will do what you want.

The other way is to change your Mailman settings not to check for duplicate messages. (IIRC this is a user configurable setting for Mailman.) Thus the duplicates will be be sent to you. Now it's a matter of checking the list that sends a given message. Ths can be done by checking for headers added by the list server, specific headers that come to my mind are the Reply-To: header (that's the one I use for amost al of my mailing lists) or the List-Id: header, Mailman caqn add those (and does so at all Mailman hosted lists that I'm subscribed to.)