Example using BaseHTTPServer

server.py

from BaseHTTPServer import BaseHTTPRequestHandler, HTTPServer
from urllib import unquote

b=[]
class MyHandler(BaseHTTPRequestHandler):
    def do_GET(self):
        if not self.path in b:
            f.write('<li><a href=%s>%s</a></li>\r\n'%(unquote(self.path)[1:],unquote(self.path)[1:]))
            b.append(self.path)
            print self.path
        self.send_response(200)

try:
    server=HTTPServer(('',8080), MyHandler)
    print 'started'
    f=open('list.html','a')
    server.serve_forever()
except KeyboardInterrupt:
    server.socket.close()
    f.close()