Well there is one very easy, but somewhat fragile way, zip it with sliced versions of itself.
zipped = zip(mylist[0::2], mylist[1::2])
In case you didn't know, the last slice parameter is the "step". So we select every second item in the list starting from zero (1, 3, 5). Then we do the same but starting from one (2, 4, 6) and make tuples out of them with zip.