You can use the built-in itertools module to take the cartesian product of all the range objects in A, and skip making B altogether:

import itertools
A = [range(2), range(4), range(3), range(3)]
list(itertools.product(*A))

Output (skipping some items for readability):

[(0, 0, 0, 0),
 (0, 0, 0, 1),
 (0, 0, 0, 2),
 (0, 0, 1, 0),
 (0, 0, 1, 1),
  .
  .
  .
 (1, 3, 2, 2)]

Verifying the length:

>>> len(list(itertools.product(*A)))
72

Note that itertools.product() yields tuple objects. If for whatever reason you'd prefer these to be lists, you can use a comprehension:

[[*p] for p in itertools.product(*A)]

Another approach, as @don'ttalkjustcode points out, is that you can avoid creating A entirely and skip directly to the cartesian product via the map() function:

list(itertools.product(*map(range, (2, 4, 3, 3))))

However, this assumes that all your ranges start at 0.

You could generalize this mapping technique by using a lambda which will create range objects from a list of tuples:

>>> list(map(lambda t: range(*t), ((6, -3, -1), (0, 3), (5,), (10, 1, -2))))
[range(6, -3, -1), range(0, 3), range(0, 5), range(10, 1, -2)]

You can add elements of a list to a set like this:

>>> foo = set(range(0, 4))
>>> foo
set([0, 1, 2, 3])
>>> foo.update(range(2, 6))
>>> foo
set([0, 1, 2, 3, 4, 5])

Using itertools.groupby() produces a concise but tricky implementation:

import itertools

def ranges(i):
    for a, b in itertools.groupby(enumerate(i), lambda pair: pair[1] - pair[0]):
        b = list(b)
        yield b[0][1], b[-1][1]

print(list(ranges([0, 1, 2, 3, 4, 7, 8, 9, 11])))

Output:

[(0, 4), (7, 9), (11, 11)]

Use slice assignment:

my_list[bounds[0]:bounds[1] + 1] = ['foo'] * ((bounds[1] + 1) - bounds[0])

or using local variables to add your + 1 only once:

lower, upper = bounds
upper += 1
my_list[lower:upper] = ['foo'] * (upper - lower)

You may want to store the upper bound as non-inclusive, to play better with python and avoid all the + 1 counts.

Demo:

>>> my_list = range(10)
>>> bounds = (2, 5)
>>> my_list[bounds[0]:bounds[1] + 1] = ['foo'] * ((bounds[1] + 1) - bounds[0])
>>> my_list
[0, 1, 'foo', 'foo', 'foo', 'foo', 6, 7, 8, 9]

Here's the implementation I've come up with so far. A Range object represents an arbitrary openClosed range, and is hash-able, contain-able, and iter-able, but is neither a sequence nor a set. The DateRange subclass represents ranges of dates, which primarily simply requires defining the increment argument as timedelta(days=1) rather than simply 1.

class Range:  
  '''
  Represents a range, in the spirit of Guava's Range class.
  Endpoints can be absent, and (presently) all ranges are openClosed.
  There's little reason to use this class directly, as the range()
  builtin provides this behavior for integers.
  '''
  def __init__(self, start, end, increment=1):
    if start and end and end < start:
      raise ValueError("End date cannot be before start date, %s:%s" % (start,end))
    self.start = start
    self.end = end
    self.increment = increment

  def __repr__(self):
    return '[%s\u2025%s)' % (
      self.start or '-\u221E',
      self.end   or '+\u221E'
    )

  def __eq__(self, other):
    return self.start == other.start and self.end == other.end

  def __hash__(self):
    return 31*hash(self.start) + hash(self.end)

  def __iter__(self):
    cur = self.start
    while cur < self.end:
      yield cur
      cur = cur + self.increment

  def __contains__(self, elem):
    ret = True
    if self.start:
      ret = ret and self.start <= elem
    if self.end:
      ret = ret and elem < self.end
    return ret

class DateRange(Range):
  '''A range of dates'''
  one_day = timedelta(days=1)

  @staticmethod
  def parse(daterange):
    '''Parses a string into a DateRange, useful for
    parsing command line arguments and similar user input.
    *Not* the inverse of str(range).'''
    start, colon, end = daterange.partition(':')
    if colon:
      start = strToDate(start) if start else None
      end = strToDate(end) if end else None
    else:
      start = strToDate(start)
      end = start + DateRange.one_day
    return DateRange(start, end)

  def __init__(self, start, end):
    Range.__init__(self, start, end, DateRange.one_day)

def strToDate(date_str):
  '''Parses an ISO date string, such as 2014-2-20'''
  return datetime.datetime.strptime(date_str, '%Y-%m-%d').date()

Some usage examples:

>>> DateRange(datetime.date(2014,2,20), None)
[2014-02-20‥+∞)
>>> DateRange(datetime.date(2014,1,1), datetime.date(2014,4,1))
[2014-01-01‥2014-04-01)
>>> DateRange.parse(':2014-2-20')
[-∞‥2014-02-20)
>>> DateRange.parse('2014-2-20:2014-3-22')
[2014-02-20‥2014-03-22)
>>> daterange = DateRange.parse('2014-2-20:2014-3-2')
>>> daterange
[2014-02-20‥2014-03-02)
>>> datetime.date(2014,1,25) in daterange
False
>>> datetime.date(2014,2,20) in daterange
True
>>> list(daterange)
[datetime.date(2014, 2, 20), datetime.date(2014, 2, 21), datetime.date(2014, 2, 22),
 datetime.date(2014, 2, 23), datetime.date(2014, 2, 24), datetime.date(2014, 2, 25),
 datetime.date(2014, 2, 26), datetime.date(2014, 2, 27), datetime.date(2014, 2, 28),
 datetime.date(2014, 3, 1)]

You can just construct a list from the range object:

my_list = list(range(1, 1001))

This is how you do it with generators in python2.x as well. Typically speaking, you probably don't need a list though since you can come by the value of my_list[i] more efficiently (i + 1), and if you just need to iterate over it, you can just fall back on range.

Also note that on python2.x, xrange is still indexable¹. This means that range on python3.x also has the same property²

^{1print xrange(30)[12] works for python2.x}

^{2The analogous statement to 1 in python3.x is print(range(30)[12]) and that works also.}