You'd probably want something like this.
lst = [1, 1, 2, 2, 2, 2, 3, 3, 4, 1, 2]
prev_value = None
for number in lst[:]: # the : means we're slicing it, making a copy in other words
if number == prev_value:
lst.remove(number)
else:
prev_value = number
So, we're going through the list, and if it's the same as the previous number, we remove it from the list, otherwise, we update the previous number.
There may be a more succinct way, but this is the way that looked most apparent to me.
HTH.