How to check a list contained by another list without a loop?

Depends on what you mean by "contained". Maybe this:

if set(a) <= set(b):
    print "a is in b"

Assuming that you want to see if all elements of sublist are also elements of superlist:

all(x in superlist for x in sublist)

You might want to use a set

if set(a).issubset(b):
    print('a is contained in b')