Поздно к игре, но вот еще один способ сделать это без циклов for.
import matplotlib.pyplot as plt
import numpy as np
x = np.array([1.0, 4.0, 3.0, 5.0])
y = np.array([1.5, 4.2, 3.5, 5.2])
z1 = np.array([3.1, 3.6, 7.8, 9.2, 11.2, 11.7])
z2 = np.array([4.2, 4.8, 5.9, 10.2])
z3 = np.array([2.1, 2.5, 2.8, 3.5, 4.9])
z4 = np.array([2.0, 4.5, 5.7, 7.2, 7.8, 8.1, 9.2, 15.6])
zs = [z1, z2, z3, z4]
zi_len = [z.shape[0] for z in zs] # [6, 4, 5, 8]
x_ = np.repeat(x, zi_len) # [1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 4.0, 4.0, 4.0, 4.0, 3.0, 3.0, 3.0, 3.0, 3.0, 5.0, 5.0, 5.0, 5.0, 5.0, 5.0, 5.0, 5.0]
y_ = np.repeat(y, zi_len) # [1.5, 1.5, 1.5, 1.5, 1.5, 1.5, 4.2, 4.2, 4.2, 4.2, 3.5, 3.5, 3.5, 3.5, 3.5, 5.2, 5.2, 5.2, 5.2, 5.2, 5.2, 5.2, 5.2]
z_ = np.concatenate(zs) # [3.1, 3.6, 7.8, 9.2, 11.2, 11.7, 4.2, 4.8, 5.9, 10.2, 2.1, 2.5, 2.8, 3.5, 4.9, 2.0, 4.5, 5.7, 7.2, 7.8, 8.1, 9.2, 15.6]
fig = plt.figure()
ax = fig.add_subplot(111, projection='3d')
ax.scatter(xs=x_, ys=y_, zs=z_, zdir='z', c=z_)
plt.show()
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