Boolean indexing will do it:
In [2]:
a
Out[2]:
array([[4, 1, 1, 2, 0, 4],
[3, 4, 3, 1, 4, 4],
[1, 4, 3, 1, 0, 0],
[0, 4, 4, 0, 4, 3],
[0, 0, 0, 0, 0, 0]])
In [3]:
a[~(a==0).all(1)]
Out[3]:
array([[4, 1, 1, 2, 0, 4],
[3, 4, 3, 1, 4, 4],
[1, 4, 3, 1, 0, 0],
[0, 4, 4, 0, 4, 3]])