Create 3D array using Python

You should use a list comprehension:

>>> import pprint
>>> n = 3
>>> distance = [[[0 for k in xrange(n)] for j in xrange(n)] for i in xrange(n)]
>>> pprint.pprint(distance)
[[[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]]]
>>> distance[0][1]
[0, 0, 0]
>>> distance[0][1][2]
0

You could have produced a data structure with a statement that looked like the one you tried, but it would have had side effects since the inner lists are copy-by-reference:

>>> distance=[[[0]*n]*n]*n
>>> pprint.pprint(distance)
[[[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]]]
>>> distance[0][0][0] = 1
>>> pprint.pprint(distance)
[[[1, 0, 0], [1, 0, 0], [1, 0, 0]],
 [[1, 0, 0], [1, 0, 0], [1, 0, 0]],
 [[1, 0, 0], [1, 0, 0], [1, 0, 0]]]