The easies way is to have a container class, createn an empty instance and add attributes to it as required:
class MyContainer(object): pass my_container = MyContainer() my_container.first_var = 1 my_container.next_var = "Hello" ...
But there are certainly much better ways, depending on your application.
For Python3, you can/should omit the object base-class.
In case you want to create variable names dynamically (whyever that should be necessary here), you could use:
setattr(my_container, "a_string_with_the_name_of_the_attribute", "the value")