You need to store the variable in some sort of persistent file. There are several modules to do this, depending on your exact need.
The pickle and cPickle module can save and load most python objects to file.
The shelve module can store python objects in a dictionary-like structure (using pickle behind the scenes).
The dbm/bsddb/dbhash/gdm modules can store string variables in a dictionary-like structure.
The sqlite3 module can store data in a lightweight SQL database.
The biggest problem with most of these are that they are not synchronised across different processes - if one process reads a value while another is writing to the datastore then you may get incorrect data or data corruption. To get round this you will need to write your own file locking mechanism or use a full-blown database.