all(['mysubstring' in item for item in my_list])
List comprehension is perhapse the best way to do this kind of check, and best of all you can still use all
!
Python 2.7.6 (default, Mar 22 2014, 22:59:56)
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>>> my_list = ['~/.tmp/myproject/filea', '~/.tmp/myproject/fileb']
>>> my_list
['~/.tmp/myproject/filea', '~/.tmp/myproject/fileb']
>>> [item for item in my_list]
['~/.tmp/myproject/filea', '~/.tmp/myproject/fileb']
>>> ['/.tmp/myproject/' in item for item in my_list]
[True, True]
>>> all(['/.tmp/myproject/' in item for item in my_list])
True