FWIW, here are a couple of non-RE alternatives that I think are neater than poke's solution.
The first uses str.index and checks for ValueError:
def findall(sub, string):
    """
    >>> text = "Allowed Hello Hollow"
    >>> tuple(findall('ll', text))
    (1, 10, 16)
    """
    index = 0 - len(sub)
    try:
        while True:
            index = string.index(sub, index + len(sub))
            yield index
    except ValueError:
        pass
The second tests uses str.find and checks for the sentinel of -1 by using iter:
def findall_iter(sub, string):
    """
    >>> text = "Allowed Hello Hollow"
    >>> tuple(findall_iter('ll', text))
    (1, 10, 16)
    """
    def next_index(length):
        index = 0 - length
        while True:
            index = string.find(sub, index + length)
            yield index
    return iter(next_index(len(sub)).next, -1)
To apply any of these functions to a list, tuple or other iterable of strings, you can use a higher-level function —one that takes a function as one of its arguments— like this one:
def findall_each(findall, sub, strings):
    """
    >>> texts = ("fail", "dolly the llama", "Hello", "Hollow", "not ok")
    >>> list(findall_each(findall, 'll', texts))
    [(), (2, 10), (2,), (2,), ()]
    >>> texts = ("parallellized", "illegally", "dillydallying", "hillbillies")
    >>> list(findall_each(findall_iter, 'll', texts))
    [(4, 7), (1, 6), (2, 7), (2, 6)]
    """
    return (tuple(findall(sub, string)) for string in strings)