Используя списки, у вас есть 2 варианта:
import numpy as np
a = np.array([[0, 0, 0],
[1, 1, 1]])
[c for c in a.T]
[array([0, 1]), array([0, 1]), array([0, 1])]
[a[:,i] for i in range(a.shape[1])]
[array([0, 1]), array([0, 1]), array([0, 1])]
#or as hpaulj suggested in the comment
[a[:,[i]] for i in range(a.shape[1])]
[array([[0],[1]]),
array([[0],[1]]),
array([[0],[1]])]