If we are talking about the kind of mailing lists where you send a mail to a a mailing list server and the software resends the mail to all recipients:
RFC 3834 defines a mail header line that tells your mail server (Exchange) that it should not send an out-of-office mail. The mailing list server should add it to mails that it resends:
Auto-submitted: auto-generated This header line is defined in RFC 3834. Just check whether this line is in the mails that you get from the mailing list.
RFC 3834 obsoletes another, older, non-standard, widely used header line:
Precedence: bulk Microsoft Exchange Server knows about an additional, non-standard header line:
X-Auto-Response-Suppress: 00F See https://msdn.microsoft.com/en-us/library/ee219609(v=exchg.80).aspx for documentation.
A fourth way to handle the problem is to use an empty bounce address. In order to do this, use the following header line:
Sender: <> Sometimes, author and sender are not the same (remailers?). From should be the author. Sender is the contact address of the sender and thereby the one that you should contact in case of delivery issues (i.e. vacation etc.) (see https://stackoverflow.com/a/4367471/601203). <> seems to be some kind of null value for mail addresses.
Setting the Sender seems to work quite reliably.
One more thing: Many mail server know they should not reply to mailing lists (?). Thus, if a mailing list uses the proper header, that's sufficient for avoiding vacation mails:
List-Id: Knitting Mailing List <knitting.example.com>