Data Structure Question

[Alex]

If you're storing hashable objects in your dictionary, you could try
something like this:

from UserDict import UserDict

class MultiDict(UserDict):

    def __setitem__(self, key, value):

        l = self.data[key] = self.data.get(key, {})
        l[value] = None

d = MultiDict()
d['key'] = 'value1'
d['key'] = 'value2'
d['key'] = 'value1'

assert d['key'] == {'value1': None, 'value2': None}

HTH
Alex.