@brian-putman was faster and better... anyway, this is my solution:
init = lambda x, y: [init(x, y-1) if y>1 else 0 for _ in xrange(x)]
that generates only square matrices of size x filled with zeroes in y dimensions. called like this 
init(5, 3)
[[[0, 0, 0, 0, 0],
  [0, 0, 0, 0, 0],
  [0, 0, 0, 0, 0],
  [0, 0, 0, 0, 0],
  [0, 0, 0, 0, 0]],
 [[0, 0, 0, 0, 0],
  [0, 0, 0, 0, 0],
  [0, 0, 0, 0, 0],
  [0, 0, 0, 0, 0],
  [0, 0, 0, 0, 0]],
 [[0, 0, 0, 0, 0],
  [0, 0, 0, 0, 0],
  [0, 0, 0, 0, 0],
  [0, 0, 0, 0, 0],
  [0, 0, 0, 0, 0]],
 [[0, 0, 0, 0, 0],
  [0, 0, 0, 0, 0],
  [0, 0, 0, 0, 0],
  [0, 0, 0, 0, 0],
  [0, 0, 0, 0, 0]],
 [[0, 0, 0, 0, 0],
  [0, 0, 0, 0, 0],
  [0, 0, 0, 0, 0],
  [0, 0, 0, 0, 0],
  [0, 0, 0, 0, 0]]]