The fastest algorithm for intersection of two sorted lists?
Hwang and Lin's Algorithm (A simple algorithm for merging two disjoint linearly-ordered sets (1972) by F. K. Hwang , S. Lin) is the reference on how to merge (or intersect) ordered lists of unequal sizes with (possibly) fewer comparisons.  It works by calculating a stride from the ratio m/n and doing the comparison against that element in the larger list; for instance if m/n = 4 it will compare the fourth element of the larger list against the first of the other, and either eliminate all 4 elements or do a binary search within them for the correct insertion/intersection point.  

It neatly covers the continuum from merging equal-sized lists with the usual algorithm to merging a list of one element into a list of n with a single binary search.