If you are facing attributeerror: 'nonetype' object has no attribute eror then you can try creating a list comprehension and only keep the values if the index is not None, it will keep your sub-lists intact like this:
features = [[[1, 2, 3], [1, 2, 3], [1, 2, 3]], None, [[1, 2, 3], [1, 2, 3], [1, 2, 3]], [[1, 2, 3], [1, 2, 3], [1, 2, 3]], None, None, [[1, 2, 3], [1, 2, 3], [1, 2, 3]]]
>>> print features
[[[1, 2, 3], [1, 2, 3], [1, 2, 3]], None, [[1, 2, 3], [1, 2, 3], [1, 2, 3]], [[1, 2, 3], [1, 2, 3], [1, 2, 3]], None, None, [[1, 2, 3], [1, 2, 3], [1, 2, 3]]]
>>> print [f for f in features if f is not None]
[[[1, 2, 3], [1, 2, 3], [1, 2, 3]], [[1, 2, 3], [1, 2, 3], [1, 2, 3]], [[1, 2, 3], [1, 2, 3], [1, 2, 3]], [[1, 2, 3], [1, 2, 3], [1, 2, 3]]]