The scammers threaten putting your name on a "bad guy list" if you tell your credit card company to cancelled a charge resulting from their fraudulent action(s).

Supposedly, if you are put on this list, your future of Internet purchasing is nil.

Does such a list exist?, And, if it does, is it really effective?

Finally if it is a real threat, there must be an appeal process, no?

Can you provide a bit more info on this? What scammers? What fraudulent actions?

I would not believe anything a known scammer said, in any event. 

Credit card companies and some major online retailers may keep a record of how many disputed charges you have with them, and may reserve the right to not do business with you in the future if you have a history of excessive chargebacks/disputes/reversals.  The credit card companies may look at a customer's history of disputes to help them determine if a given chargeback request is valid, or if it appears to be a pattern of misuse/abuse. 

But I've never heard of, nor can I envision the scenario of, a person's entire ability to make purchases over the internet being affected.  Worst case that I can imagine, if you have a history of excessive chargebacks/disputes then your account with a particular internet retailer would be canceled, and/or the credit card would be canceled. Even then, it becomes mainly a case of using a different email address, a different credit card, and possibly a different shipping address - or shopping at ABCstore.com instead of XYZstore.com. 

Again, more details on exactly who/what you're talking about would be helpful; if you can't or don't want to provide that, then I'd say at least consider the source.

Pretty unlikely.

Anyway, if one place doesn't want your money another one will.
It's the Capitalist way.

I was looking at pics on one of those funny pictures websites, one of them was a screen shot of a negative listing for a buyer on ebay; apparently this chap hadn't paid for his goods.
His user name was I'mnotpayingyou.

Somebody will do the deal with you.