Prolog: Filtering a list?

SWI-Prolog offers exclude/3 and other such meta-predicates. Your original problem can be coded like this:

are_identical(X, Y) :-
    X == Y.

filterList(A, In, Out) :-
    exclude(are_identical(A), In, Out).

Usage example:

?- filterList(A, [A, B, A, C, D, A], Out).
Out = [B, C, D].

If you are searching for higher-order functions in Prolog, you should definetly consult Naish (1995), a very good resource on this.

His definition of filter/3 is the following (he uses difference-list notation, therefore escapes having to define filter/4):

filter(_,[],[]).
filter(P, A0-As0, As) :-
    (
        call(P, A0) -> As = A0-As1
    ;
        As = As1
    )
    , filter(P, As0, As1).

I you have questions about this predicate, please ask me in the comment. Reading the paper is also highly recommended, it also definess map, foldr and compose! Note that many of the limitations he mentions (like, for example a missing call/3 or a higher-order apply do not apply anymore. SWI-Prolog has the =.. operator, which addresses all of his concerns and makes arbitrary n-order logic possible.