Штатными средствами номер страницы и фильтры не сохраняются.

Можно подключить такую мидлварь:

from django import http

class FilterPersistMiddleware(object):

def process_request(self, request):

 path = request.path
 if path.find('/admin/') != -1: #Dont waste time if we are not in admin
 query_string = request.META['QUERY_STRING']
 if not request.META.has_key('HTTP_REFERER'):
 return None

 session = request.session
 if session.get('redirected', False):#so that we dont loop once redirected
 del session['redirected']
 return None

 referrer = request.META['HTTP_REFERER'].split('?')[0]
 referrer = referrer[referrer.find('/admin'):len(referrer)]
 key = 'key'+path.replace('/','_')

 if path == referrer: #We are in same page as before
 if query_string == '': #Filter is empty, delete it
 if session.get(key,False):
 del session[key]
 return None
 request.session[key] = query_string
 else: #We are are coming from another page, restore filter if available
 if session.get(key, False):
 query_string=request.session.get(key)
 redirect_to = path+'?'+query_string
 request.session['redirected'] = True
 return http.HttpResponseRedirect(redirect_to)
 else:
 return None
 else:
 return None

http://softwaremaniacs.org/forum/django/15398/