Pythonic way to combine FOR loop and IF statement

You can use generator expressions like this:

gen = (x for x in xyz if x not in a)

for x in gen:
    print(x)

As per The Zen of Python (if you are wondering whether your code is "Pythonic", that's the place to go):

• Beautiful is better than ugly.
• Explicit is better than implicit.
• Simple is better than complex.
• Flat is better than nested.
• Readability counts.

The Pythonic way of getting the sorted intersection of two sets is:

>>> sorted(set(a).intersection(xyz))
[0, 4, 6, 7, 9]

Or those elements that are xyz but not in a:

>>> sorted(set(xyz).difference(a))
[12, 242]

But for a more complicated loop you may want to flatten it by iterating over a well-named generator expression and/or calling out to a well-named function. Trying to fit everything on one line is rarely "Pythonic".

---

Update following additional comments on your question and the accepted answer

I'm not sure what you are trying to do with enumerate, but if a is a dictionary, you probably want to use the keys, like this:

>>> a = {
...     2: 'Turtle Doves',
...     3: 'French Hens',
...     4: 'Colly Birds',
...     5: 'Gold Rings',
...     6: 'Geese-a-Laying',
...     7: 'Swans-a-Swimming',
...     8: 'Maids-a-Milking',
...     9: 'Ladies Dancing',
...     0: 'Camel Books',
... }
>>>
>>> xyz = [0, 12, 4, 6, 242, 7, 9]
>>>
>>> known_things = sorted(set(a.iterkeys()).intersection(xyz))
>>> unknown_things = sorted(set(xyz).difference(a.iterkeys()))
>>>
>>> for thing in known_things:
...     print 'I know about', a[thing]
...
I know about Camel Books
I know about Colly Birds
I know about Geese-a-Laying
I know about Swans-a-Swimming
I know about Ladies Dancing
>>> print '...but...'
...but...
>>>
>>> for thing in unknown_things:
...     print "I don't know what happened on the {0}th day of Christmas".format(thing)
...
I don't know what happened on the 12th day of Christmas
I don't know what happened on the 242th day of Christmas

I personally think this is the prettiest version:

a = [2,3,4,5,6,7,8,9,0]
xyz = [0,12,4,6,242,7,9]
for x in filter(lambda w: w in a, xyz):
  print x

Edit

if you are very keen on avoiding to use lambda you can use partial function application and use the operator module (that provides functions of most operators).

https://docs.python.org/2/library/operator.html#module-operator

from operator import contains
from functools import partial
print(list(filter(partial(contains, a), xyz)))

The following is a simplification/one liner from the accepted answer:

a = [2,3,4,5,6,7,8,9,0]
xyz = [0,12,4,6,242,7,9]

for x in (x for x in xyz if x not in a):
    print(x)

12
242

Notice that the generator was kept inline. This was tested on python2.7 and python3.6 (notice the parens in the print ;) )

It is honestly cumbersome even so: the x is mentioned four times.