You used to be able to do this by right clicking on the psd, and it would only show you the names of the layers under your cursor. Now it shoes all layers, even those that are not under your cursor. I've been away from regular Photoshop usage for a while, so I'm wondering if there is another way to do this..
I've added a screenshot. Here I am right clicking on the blue bar in the middle, and for example the "header" folder is not underneath the blue bar.