Well, even if you use vba, you'll use the removeduplicates method.
Anyway, the code is below:
'add new sheet where the two lists will be merged
Sheets.add.name="MyNewSheet"
'copy and paste the first list
Sheets("MySheet1").Range("MyRange1").copy
Sheets("MyNewSheet").activate
Celsl(1,1).PasteSpecial xlPasteValues
'determine the last row in the new sheet
FinalRow = Cells(rows.count,1).end(xlUp)
'copy-paste second list
Sheets("MySheet1").Range("MyRange1").copy
Sheets("MyNewSheet").activate
Cells(FinalRow,1).PasteSpecial xlPasteValues
'determine the last row in the new sheet, again
FinalRow = Cells(rows.count,1).end(xlUp)
'Remove duplicates
Sheets("MyNewSheet").activate
Range(Cells(1,1), Cells(FinalRow,1)).RemoveDuplicates Columns:=1
'determine the last row in the new sheet, again
FinalRow = Cells(rows.count,1).end(xlUp)
'Sort
Range(Cells(1, 1), Cells(FinalRow, 1)).Sort Key1:=Range(Cells(1, 1), Cells(FinalRow, 1)), Order1:=xlAscending, Header:=xlno
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