In the same spirit as Alex's solution you can use a Counter/multiset (built in 2.7, recipe compatible from 2.5 and above) to do the same thing:
In [1]: from counter import Counter
In [2]: L = [0, 1, 1, 2, 2]
In [3]: multiset = Counter(L)
In [4]: [x for x in L if multiset[x] == 1]
Out[4]: [0]