move to next item in list1 when when item from list2 is found, when both lists are compared

Sorry for complicated title, perhaps example'd be easier.

So I have two lists:

list1 = ['cat', 'dog', 'donkey']
list2 = ['http://cat1.com', 'http://cat2.com', 'http://dog1.com', http://dog2.com']

All I want is script, that "greps" list2 with list1 items but when it finds one ocurence, it moves to another item in list1, so it finds phrase "cat" in "http://cat1.com", then it checks list[1] item: 'dog'. When it's finish it should print all it's findings. I tried using .find() but it's not designed for list types of files.