The itemgetter operator can help too, if you like map-reduce style python, rather than list comprehensions, for a little variety!
# tested in 2.4
from operator import itemgetter
def column(matrix,i):
f = itemgetter(i)
return map(f,matrix)
M = [range(x,x+5) for x in range(10)]
assert column(M,1) == range(1,11)