This uses the zfill function to fill the rest of the left portion with zeros for a string . for n = 2 it prints from 00 to 99 which is shown below and for n = 4 it produces the same output as your program.
output = []
n=2
for i in xrange(0,10**n):
output.append(str(i).zfill(n))
print(output)
OUTPUT
['00', '01', '02', '03', '04', '05', '06', '07', '08', '09', '10', '11', '12', '13', '14', '15', '16', '17', '18', '19', '20', '21', '22', '23', '24', '25', '26', '27', '28', '29', '30', '31', '32', '33', '34', '35', '36', '37', '38', '39', '40', '41', '42', '43', '44', '45', '46', '47', '48', '49', '50', '51', '52', '53', '54', '55', '56', '57', '58', '59', '60', '61', '62', '63', '64', '65', '66', '67', '68', '69', '70', '71', '72', '73', '74', '75', '76', '77', '78', '79', '80', '81', '82', '83', '84', '85', '86', '87', '88', '89', '90', '91', '92', '93', '94', '95', '96', '97', '98', '99']
["{:04}".format(i) for i in range(10000)], It will create a list of list with numbers represented as strings from 0000 to 9999. if you want 99 such lists, there's may ways to do it. One of them is to create a list of lists.[["{:04}".format(i) for i in range(10000)] for i in range(99)]