For quick testing, debugging, creating portable examples, and benchmarking, R has available to it a large number of data sets (in the Base R datasets package).
MyMVPA is another module which provides easy access to databases. You can check the link below.
>>> from mvpa2.tutorial_suite import *
>>> data = [[ 1, 1, -1],
... [ 2, 0, 0],
... [ 3, 1, 1],
... [ 4, 0, -1]]
>>> ds = Dataset(data)
>>> ds.shape
(4, 3)
>>> len(ds)
4
Example from the link
http://www.pymvpa.org/tutorial_datasets.html