Yes . Create your class (I'm using MyTest which has a simple string property in it):

public partial class MyTest
{
    public MyTest(string some_string)
    {
        S = some_string;
    }

    public string S { get; set; }
}

You can call it from wherever you want, in the ViewModel,I added a button that will create that list and send it to a different view.:

private void Button_Click(object sender, RoutedEventArgs e)
    {
        var list_of_objects = new List<MyTest> { new MyTest("one"), new MyTest("two") };
        Messenger.Default.Send(list_of_objects );
    }

On the receiving ViewModel, add this in the constructor to register to that type of messages, and create a method that will be called when the message arrives:

// When a message with a list of MyTest is received
// this will call the ReceiveMessage method  :  
Messenger.Default.Register<List<MyTest>>(this, ReceiveMessage);

Implement the callback method:

private void ReceiveMessage(List<MyTest> list_of_objects)
    {
        // Do something with them ... i'm printing them for example         
        list_of_objects.ForEach(obj => Console.Out.WriteLine(obj.S));
    }

You're done :)