archives.php

<div class="year-archive">
        <h2>2006</h2>
        <ul>
          <?php wp_get_archives('year=2006&show_post_count=true'); ?>
        </ul>
      </div>
      <div class="year-archive">
        <h2>2007</h2>
        <ul>
          <?php wp_get_archives('year=2007&show_post_count=true'); ?>
        </ul>
      </div>
      <div class="year-archive">
        <h2>2008</h2>
        <ul>
          <?php wp_get_archives('year=2008&show_post_count=true'); ?>
        </ul>
      </div>
      <div class="year-archive">
        <h2>2009</h2>
        <ul>
          <?php wp_get_archives('year=2009&show_post_count=true'); ?>
        </ul>
      </div>
      <div class="year-archive">
        <h2>2010</h2>
        <ul>
          <?php wp_get_archives('year=2010&show_post_count=true'); ?>
        </ul>
      </div>

functions.php

/**
* Makes the archives filterable by year
*/
function getarchives_filter($where, $args)
{
	if (isset($args['year']))
	{
		$where .= ' AND YEAR(post_date) = ' . intval($args['year']);
	}
	return $where;
}
add_filter('getarchives_where', 'getarchives_filter', 10, 2);