Assuming you are talking about a list, you specify the step in the slice (and start index). The syntax is list[start:end:step].
You probably know the normal list access to get an item, e.g. l[2] to get the third item. Giving two numbers and a colon in between, you can specify a range that you want to get from the list. The return value is another list. E.g. l[2:5] gives you the third to sixth item. You can also pass an optional third number, which specifies the step size. The default step size is one, which just means take every item (between start and end index).
Example:
>>> l = range(10)
>>> l[::2] # even - start at the beginning at take every second item
[0, 2, 4, 6, 8]
>>> l[1::2] # odd - start at second item and take every second item
[1, 3, 5, 7, 9]
>>> import itertools
>>> ret = [[1,2], [3,4,5,6], [7], [8,9]]
>>> itertools.izip_longest(*ret)
>>> [x for x in itertools.chain.from_iterable(tmp) if x is not None]
[1, 3, 7, 8, 2, 4, 9, 5, 6]