You can do it with a multi-level list comprehension:
>>> L1=['a','b','c']
>>> L2=['d']
>>> L3=['e','f']
>>> [[i,j,k] for i in L1 for j in L2 for k in L3]
[['a', 'd', 'e'], ['a', 'd', 'f'], ['b', 'd', 'e'], ['b', 'd', 'f'], ['c', 'd', 'e'], ['c', 'd', 'f']]