There are multiple ways to do this.
a = [1, 2, 3, 4, 5]
b = [6, 7, 8, 9, 10]
If you just need to access the elements and not modify them, you can use the zip
function:
zip(a, b)
>[(1, 6), (2, 7), (3, 8), (4, 9), (5, 10)]
If you actually need a list of lists, then you can use a list comprehension:
[[a[i], b[i]] for i in range(len(a))]
>[[1, 6], [2, 7], [3, 8], [4, 9], [5, 10]]
And finally, if you need a numpy array as a result, use the Transpose function:
import numpy as np
np.concatenate([[a], [b]]).T
>array([[1, 6],
[2, 7],
[3, 8],
[4, 9],
[5, 10]])