Use a structure (a list or a dictionary) to hold your objects. The main difference between those two options - with a list, your logic to access theese objects is stricted to indexes only, while with dictionary a key parameter can be anything (and index too). If you need something to read about structures - take a look on python docs.

There's a snippet with a list:

try:
    import tkinter as tk
except ImportError:
    import Tkinter as tk


def generate_buttons(n):
    for _ in range(n):              #   xrange in python 2
        newbutton = tk.Button(text=_, command=lambda name=_: change_relief(name))
        newbutton.grid(column=_)
        buttons.append(newbutton)


def change_relief(idx):
    button = buttons[idx]

    if button['relief'] == 'raised':
        button.config(relief='sunken')
    else:
        button.config(relief='raised')


root = tk.Tk()

#   our list with buttons
buttons = []

#   generate some buttons
generate_buttons(5)

#   another button, that uses a value from an entry below
change_relief_button = tk.Button(text='Change relief by id',
                                 command=lambda: change_relief(int(id_entry.get())))
change_relief_button.grid()

#   entry with user input
id_entry = tk.Entry()
id_entry.grid()

#   default 0
id_entry.insert(0, '0')

#   mainloop
root.mainloop()

Each of numbered buttons able to change it's own relief, while the `change_relief_button' changes a relief of a button by index from an entry.