filter in for loop

I would like to say something like:

for x in l if <expression>:
    <do something>

e.g.

for filename in os.listdir(DIR) if filename[-4:] == '.xml':
    <do something>

instead of having to say:

for filename in os.listdir(DIR):
    if filename[-4:] == '.xml':
        <do something>

or

for filename in (f for f in os.listdir(DIR) if f[-4] == '.xml'):
    <do something>

is there a shortcut I'm missing?
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