Since your output list has duplicate elements, you don't really seem to want a classical intersection. A basic list comprehension will do everything.
>>> k = [[1, 2], [4], [5, 6, 2], [1, 2], [3], [4], [5,9]]
>>> kDash = [[1, 2], [4], [5, 6, 2], [1, 2], [3], [4], [5,6], [1,2]]
>>> [x for x in k if x in kDash]
[[1, 2], [4], [5, 6, 2], [1, 2], [3], [4]]
For large lists, we want to get the time it takes to call __contains__ to O(1) instead of O(n):
>>> stuff_in_kDash = set(map(tuple, kDash))
>>> [x for x in k if tuple(x) in stuff_in_kDash]
[[1, 2], [4], [5, 6, 2], [1, 2], [3], [4]]