I had a similar requirement and i am using pandas to create a new dataframe with the index of the dataset and the labels as columns.
data = pd.read_csv('filename')
km = KMeans(n_clusters=5).fit(data)
cluster_map = pd.DataFrame()
cluster_map['data_index'] = data.index.values
cluster_map['cluster'] = km.labels_
Once the DataFrame is available is quite easy to filter,
For example, to filter all data points in cluster 3
cluster_map[cluster_map.cluster == 3]
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