Drop Down Lists: how to make source from different worksheet

When creating a drop-down list using Validation, is there any way to make the source a different worksheet in the workbook? Right now when I click on Source and select my list, it will not allow me to go to another worksheet. If I manually enter a reference to cells in another worksheet, such as 'PCP'!$A$2:$A$250 it only shows that cited reference, not the actual list.

You need to name the list (Insert>Names>Define) and then you can refer to it by name e.g.

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Does that work for you?

You can also indirectly refer to range:

=Indirect("'PCP'!$A$2:$A$250")