You have several options, but most obvious are:

Using list comprehension with a condition:

result = [i for i in some_list if i.startswith('GFS01_')]

Using filter (which returns iterator)

result = filter(lambda x: x.startswith('GFS01_'), some_list)

Use any():

any(item.startswith('qwerty') for item in myList)

Use a generator together with any, which short-circuits on the first True:

if any(ext in url_string for ext in extensionsToCheck):
    print(url_string)

EDIT: I see this answer has been accepted by OP. Though my solution may be "good enough" solution to his particular problem, and is a good general way to check if any strings in a list are found in another string, keep in mind that this is all that this solution does. It does not care WHERE the string is found e.g. in the ending of the string. If this is important, as is often the case with urls, you should look to the answer of @Wladimir Palant, or you risk getting false positives.

str.startswith allows you to supply a tuple of strings to test for:

if link.lower().startswith(("js", "catalog", "script", "katalog")):

From the docs:

str.startswith(prefix[, start[, end]])

Return True if string starts with the prefix, otherwise return False. prefix can also be a tuple of prefixes to look for.

Below is a demonstration:

>>> "abcde".startswith(("xyz", "abc"))
True
>>> prefixes = ["xyz", "abc"]
>>> "abcde".startswith(tuple(prefixes)) # You must use a tuple though
True
>>>

To check for the presence of 'abc' in any string in the list:

xs = ['abc-123', 'def-456', 'ghi-789', 'abc-456']

if any("abc" in s for s in xs):
    ...

To get all the items containing 'abc':

matching = [s for s in xs if "abc" in s]