RegEx with multiple groups?

Your regex only contains a single pair of parentheses (one capturing group), so you only get one group in your match. If you use a repetition operator on a capturing group (+ or *), the group gets "overwritten" each time the group is repeated, meaning that only the last match is captured.

In your example here, you're probably better off using .split(), in combination with a regex:

lun_q = 'Lun:\s*(\d+(?:\s+\d+)*)'
s = '''Lun: 0 1 2 3 295 296 297 298'''

r = re.search(lun_q, s)

if r:
    luns = r.group(1).split()

    # optionally, also convert luns from strings to integers
    luns = [int(lun) for lun in luns]

Another approach would be to use the regex you have to validate your data and then use a more specific regex that targets each item you wish to extract using a match iterator.

import re
s = '''Lun: 0 1 2 3 295 296 297 298'''
lun_validate_regex = re.compile(r'Lun:\s*((\d+)(\s\d+)*)')
match = lun_validate_regex.match(s)
if match:
    token_regex = re.compile(r"\d{1,3}")
    match_iterator = token_regex.finditer(match.group(1))
    for token_match in match_iterator:
        #do something brilliant