Just use a set:
>>> l = set()
>>> l.add(1)
>>> l.add(2)
>>> 1 in l
True
>>> 34 in l
False
The same works for lists:
>>> ll = [1,2,3]
>>> 2 in ll
True
>>> 23 in ll
False
Edit:
Note @bholagabbar’s comment below that the time complexity for in checks in lists and tuples is O(n) on average (see the python docs here), whereas for sets it is on average O(1) (worst case also O(n), but is very uncommon and might only happen if __hash__ is implemented poorly).