Something like this could help:
def nested_set(dic, keys, value):
for key in keys[:-1]:
dic = dic.setdefault(key, {})
dic[keys[-1]] = value
And you can use it like this:
>>> d = {}
>>> nested_set(d, ['person', 'address', 'city'], 'New York')
>>> d
{'person': {'address': {'city': 'New York'}}}