The problem is you defined myList from main.py, but subfile.py needs to use it. Here is a clean way to solve this problem: move all globals to a file, I call this file settings.py. This file is responsible for defining globals and initializing them:
# settings.py
def init():
global myList
myList = []
Next, your subfile can import globals:
# subfile.py
import settings
def stuff():
settings.myList.append('hey')
Note that subfile does not call init()— that task belongs to main.py:
# main.py
import settings
import subfile
settings.init() # Call only once
subfile.stuff() # Do stuff with global var
print settings.myList[0] # Check the result
This way, you achieve your objective while avoid initializing global variables more than once.