diff --git a/src/arviz_base/utils.py b/src/arviz_base/utils.py
index 97019b1..416651f 100644
--- a/src/arviz_base/utils.py
+++ b/src/arviz_base/utils.py
@@ -10,7 +10,7 @@ def _check_tilde_start(x):
     return bool(isinstance(x, str) and x.startswith("~"))
 
 
-def _var_names(var_names, data, filter_vars=None):
+def _var_names(var_names, data, filter_vars=None, check_if_present=True):
     """Handle var_names input across arviz.
 
     Parameters
@@ -22,6 +22,9 @@ def _var_names(var_names, data, filter_vars=None):
         interpret var_names as substrings of the real variables names. If "regex",
         interpret var_names as regular expressions on the real variables names. A la
         `pandas.filter`.
+    check_if_present : bool, optional
+        If True (default), raise an error if any of the var_names is not present in
+        the data. If False, ignore missing var_names.
 
     Returns
     -------
@@ -52,14 +55,20 @@ def _var_names(var_names, data, filter_vars=None):
             )
 
         try:
-            var_names = _subset_list(var_names, all_vars, filter_items=filter_vars, warn=False)
+            var_names = _subset_list(
+                var_names,
+                all_vars,
+                filter_items=filter_vars,
+                warn=False,
+                check_if_present=check_if_present,
+            )
         except KeyError as err:
             msg = " ".join(("var names:", f"{err}", "in dataset"))
             raise KeyError(msg) from err
     return var_names
 
 
-def _subset_list(subset, whole_list, filter_items=None, warn=True):
+def _subset_list(subset, whole_list, filter_items=None, warn=True, check_if_present=True):
     """Handle list subsetting (var_names, groups...) across arviz.
 
     Parameters
@@ -125,7 +134,7 @@ def _subset_list(subset, whole_list, filter_items=None, warn=True):
             subset = [item for item in whole_list for name in subset if re.search(name, item)]
 
         existing_items = np.isin(subset, whole_list)
-        if not np.all(existing_items):
+        if check_if_present and not np.all(existing_items):
             raise KeyError(f"{np.array(subset)[~existing_items]} are not present")
 
     return subset
diff --git a/src/arviz_base/utils.pyi b/src/arviz_base/utils.pyi
index a7f2b29..df8da80 100644
--- a/src/arviz_base/utils.pyi
+++ b/src/arviz_base/utils.pyi
@@ -15,12 +15,14 @@ def _var_names(
     var_names: str | list | None,
     data: xarray.Dataset | Sequence[xarray.Dataset],
     filter_vars: Literal[None, "like", "regex"] | None = ...,
+    check_if_present: bool = ...,
 ) -> list | None: ...
 def _subset_list(
     subset: str,
     whole_list: list,
     filter_items: Literal[None, "like", "regex"] | None = ...,
     warn=...,
+    check_if_present=...,
 ) -> list | None: ...
 def _get_coords(
     data: xarray.DataArray, coords: dict[Hashable, ArrayLike]
diff --git a/tests/test_utils.py b/tests/test_utils.py
index a81ec8f..5e168c8 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -58,6 +58,14 @@ def test_var_names_key_error(data):
         _var_names(["theta", "tau", "bad_var_name"], data)
 
 
+def test_var_names_skip_check_if_present(data):
+    assert _var_names(["theta", "tau", "bad_var_name"], data, check_if_present=False) == [
+        "theta",
+        "tau",
+        "bad_var_name",
+    ]
+
+
 @pytest.mark.parametrize(
     "var_args",
     [