You need to add a slice to the index.

In:

in_array = np.asarray([[7, 40], [777, 440]])
for index in np.ndindex(in_array.shape[1:]):
    print "---"
    print index
    print in_array[:, index] # gives 2D array

index has values like (0,),(1,), i.e. tuples.

in_array[:,(1,)] is not the same as in_array[:,1]. To get the latter you need to use in_array[(slice(None),1)]. The slice must be part of the index tuple. We can do that by concatenating tuples.

in_array = np.asarray([[7, 40], [777, 440]])
for index in np.ndindex(in_array.shape[1:]):
    print "---"
    index = (slice(None),)+index
    print index
    print in_array[index]

printing:

---
(slice(None, None, None), 0)
[  7 777]
---
(slice(None, None, None), 1)
[ 40 440]

Same adjustment should work with the nD array case