I just thought that I would add an answer because the question asked a general n-dimensional case, and I do not think it was answered. You can do this recursively for any number of dimensions in the following example:
n_dims = [3, 4, 5] empty_list = 0 for n in n_dims: empty_list = [empty_list] * n >>>empty_list >>>[[[0, 0, 0], [0, 0, 0], [0, 0, 0], [0, 0, 0]], [[0, 0, 0], [0, 0, 0], [0, 0, 0], [0, 0, 0]], [[0, 0, 0], [0, 0, 0], [0, 0, 0], [0, 0, 0]], [[0, 0, 0], [0, 0, 0], [0, 0, 0], [0, 0, 0]], [[0, 0, 0], [0, 0, 0], [0, 0, 0], [0, 0, 0]]]