Your wording is pretty obscure. Right now you have a list of tuples (horribly named list, which robs the use of the built-in name from the rest of that scope -- please don't reuse built-in names as your own identifiers... call them alist or mylist, if you can't think of a more meaningful and helpful name!). If you want a list of lists, code:
alist = [[state, action, cost], [state, action, cost], ...]
If you want to transform the list of tuples in a list of lists,
alist = [list(t) for t in alist]
(see why you should never usurp built-in identifiers such as list?!-).
If you want to flatten the list-of-lists (or -of-tuples) into a single list,
aflatlist = [x for t in alist for x in t]
To access e.g. "just the state" (first item), say of the Nth item in the list,
justthestate = alist[N][0]
or, if you've flattened it,
justhestate = aflatlist[N*3 + 0]
(the + 0 is clearly redundant, but it's there to show you what to do for the cost, which would be at + 1, etc).
If you want a list with all states,
allstates = [t[0] for t in alist]
or
allstates = aflatlist[0::3]
I'm sure you could mean something even different from this dozen of possible interpretations of your arcane words, but I'm out of juice by now;-).