>>> [i for i,v in enumerate(a) if v > 4]
[4, 5, 6, 7, 8]
enumerate returns the index and value of each item in an array. So if the value v is greater than 4, include the index i in the new array.
Or you can just modify your list in place and exclude all values above 4.
>>> a[:] = [x for x in a if x<=4]
>>> a
[1, 2, 3, 4]