How to repeat last command in python interpreter shell?

You didn't specify which environment. Assuming you are using IDLE.

From IDLE documentation: Command history:

Alt-p retrieves previous command matching what you have typed.
Alt-n retrieves next.
      (These are Control-p, Control-n on the Mac)
Return while cursor is on a previous command retrieves that command.
Expand word is also useful to reduce typing.

I use the following to enable history on python shell.

This is my .pythonstartup file . PYTHONSTARTUP environment variable is set to this file path.

# python startup file 
import readline 
import rlcompleter 
import atexit 
import os 
# tab completion 
readline.parse_and_bind('tab: complete') 
# history file 
histfile = os.path.join(os.environ['HOME'], '.pythonhistory') 
try: 
    readline.read_history_file(histfile) 
except IOError: 
    pass 
atexit.register(readline.write_history_file, histfile) 
del os, histfile, readline, rlcompleter

You will need to have the modules readline, rlcompleter to enable this.

Check out the info on this at : http://docs.python.org/using/cmdline.html#envvar-PYTHONSTARTUP.

Modules required:

1. http://docs.python.org/library/readline.html
2. http://docs.python.org/library/rlcompleter.html

In IDLE, go to Options -> Configure IDLE -> Keys and there select history-next and then history-previous to change the keys.

Then click on Get New Keys for Selection and you are ready to choose whatever key combination you want.

Alt + p for previous command from histroy, Alt + n for next command from history.

This is default configure, and you can change these key shortcut at your preference from Options -> Configure IDLE.