itertools.groupby is one approach (as it often is):
>>> l = ["data","more data","","data 2","more data 2","danger","","date3","lll"]
>>> from itertools import groupby
>>> groupby(l, lambda x: x == "")
<itertools.groupby object at 0x9ce06bc>
>>> [list(group) for k, group in groupby(l, lambda x: x == "") if not k]
[['data', 'more data'], ['data 2', 'more data 2', 'danger'], ['date3', 'lll']]
We can even cheat a little because of this particular case:
>>> [list(group) for k, group in groupby(l, bool) if k]
[['data', 'more data'], ['data 2', 'more data 2', 'danger'], ['date3', 'lll']]
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