How to add a list in a markdown table cell

This question arises frequently.
There is no only markdown way to do it. We add a little html in the markdown.

| column1       | column2       |
| ------------: | :------------ |
| value column1 | value column2 |
| second value  | <ul><li>list item 1</li><li>list item 2</li></ul> | 
| another row | another row in second column |

| column1 | column2 |

| ------------: | :------------ |

| value column1 | value column2 |

| second value | <ul><li>list item 1</li><li>list item 2</li></ul> |

| another row | another row in second column |

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