Nested lists in yaml

And the answer is:

URL:
  Description: URL of the website
  Value:
    "Fn::Join":
      - ""
      - - "http://"
        - "Fn::GetAtt":
            - ElasticLoadBalancer
            - DNSName

(see http://pyyaml.org/wiki/PyYAMLDocumentation#YAMLsyntax – “block sequences can be nested”)