This returns all pairs of numbers (x,y) where x and y are
elements of the list 1, 2, ..., 10, y <= x and their sum is
less than 10.

A list comprehension is simply "syntactic sugar" for a
combination of applications of the functions, concat, map and
filter. For instance the above example could be written:

filter p (concat (map (\ x -> map (\ y -> (x,y))
[1..x]) [1..6]))
where
p (x,y) = x+y < 10

According to a note by Rishiyur Nikhil <nikhil@crl.dec.com>,
(August 1992), the term itself seems to have been coined by
Phil Wadler circa 1983-5, although the programming construct
itself goes back much further (most likely Jack Schwartz and
the SETL language).

The term "list comprehension" appears in the references below.

The earliest reference to the notation is in Rod Burstall and
John Darlington's description of their language, NPL.

David Turner subsequently adopted this notation in his
languages SASL, KRC and Miranda, where he has called them "ZF
expressions", set abstractions and list abstractions (in his
1985 FPCA paper [Miranda: A Non-Strict Functional Language
with Polymorphic Types]).

["The OL Manual" Philip Wadler, Quentin Miller and Martin
Raskovsky, probably 1983-1985].

["How to Replace Failure by a List of Successes" FPCA
September 1985, Nancy, France, pp. 113-146].