As mentioned in comments above, the general case is a pain. It is fairly easy if all items are hashable or all items are sortable. However I have recently had to try solve the general case. Here is my solution. I realised after posting that this is a duplicate to a solution above that I missed on the first pass. Anyway, if you use slices rather than list.remove() you can compare immutable sequences.
def sequences_contain_same_items(a, b):
for item in a:
try:
i = b.index(item)
except ValueError:
return False
b = b[:i] + b[i+1:]
return not b