You could do it using Data|Advanced filter using a criteria range.

Record a macro when you do it once and you'll have the code.

Debra Dalgleish has some tips for working with Advanced Filter here:
http://contextures.com/xladvfilter01.html

Another option would be to use a helper column that contains formulas that
return true/false and then filter that column to show the trues.

=or(a2={"a","g","j","p"})

You could build that column of formulas manually and hide it, but still use it
in your code.  Again, just record a macro when you do the filter and you'll have
the code.