Is any() evaluated lazily?

Yes, any() and all() short-circuit, aborting as soon as the outcome is clear: See the docs:

all(iterable)

Return True if all elements of the iterable are true (or if the iterable is empty). Equivalent to:

def all(iterable):
    for element in iterable:
        if not element:
            return False
    return True

any(iterable)

Return True if any element of the iterable is true. If the iterable is empty, return False. Equivalent to:

def any(iterable):
    for element in iterable:
        if element:
            return True
    return False

While the all() and any() functions short-circuit on the first "true" element of an iterable, the iterable itself may be constructed in a non-lazy way. Consider this example:

>> any(x == 100 for x in range(10**8))
True

This will take several seconds to execute in Python 2 as range(10**8) constructs a list of 10**8 elements. The same expression runs instantly in Python 3, where range() is lazy.