You haven't created three different empty lists. You've created one empty list, and then created a new list with three references to that same empty list. To fix the problem use this code instead:
listy = [[] for i in range(3)]
Running your example code now gives the result you probably expected:
>>> listy = [[] for i in range(3)]
>>> listy[1] = [1,2]
>>> listy
[[], [1, 2], []]
>>> listy[1].append(3)
>>> listy
[[], [1, 2, 3], []]
>>> listy[2].append(1)
>>> listy
[[], [1, 2, 3], [1]]