A number of data items (1,2,…,n) are to be maintained in a structure which consists of several linear lists. Successive requests to access items are independent random variables, and the probability that a particular request is for item i is pi. The cost of accessing the jth item from the front of a list is j. For a single list, the move-to-front rule (MF) has been extensively studied and has been shown to provide good performance. In some actual circumstances, MF is the only physically realizable or convenient policy. We extend the study of move-to-front by examining the case where items are kept in several lists. Following its access, an item must be replaced at the front of one of the lists. In certain cases, assuming the pi's are known, the policy which minimizes the average retrieval cost takes a particularly simple form: no item is ever moved from the list in which it is placed initially.