The trick is to first make sure that none of the futures has failed. .recover is your friend here, you can combine it with map to convert all the Future[T] results to Future[Try[T]]] instances, all of which are certain to be successful futures.

note: You can use Option or Either as well here, but Try is the cleanest way if you specifically want to trap exceptions

def futureToFutureTry[T](f: Future[T]): Future[Try[T]] =
  f.map(Success(_)).recover { case x => Failure(x)}

val listOfFutures = ...
val listOfFutureTrys = listOfFutures.map(futureToFutureTry(_))

Then use Future.sequence as before, to give you a Future[List[Try[T]]]

val futureListOfTrys = Future.sequence(listOfFutureTrys)

Then filter:

val futureListOfSuccesses = futureListOfTrys.map(_.filter(_.isSuccess))

You can even pull out the specific failures, if you need them:

val futureListOfFailures = futureListOfTrys.map(_.filter(_.isFailure))