Starting in NumPy version 1.10, we have the method stack. It can stack arrays of any dimension (all equal):
# List of arrays.
L = [np.random.randn(5,4,2,5,1,2) for i in range(10)]
# Stack them using axis=0.
M = np.stack(L)
M.shape # == (10,5,4,2,5,1,2)
np.all(M == L) # == True
M = np.stack(L, axis=1)
M.shape # == (5,10,4,2,5,1,2)
np.all(M == L) # == False (Don't Panic)
# This are all true
np.all(M[:,0,:] == L[0]) # == True
all(np.all(M[:,i,:] == L[i]) for i in range(10)) # == True
Enjoy,