[
    ['foo', 'bar1', 'baz'],
    ['foo', 'bar1', 'bat'],
    ['foo', 'bar2', 'bat'],
    ['qwe', 'asd', '']
]

{
    'foo': {
        'bar1': {
            'baz' : {},
            'bat' : {},
        },
        'bar2': {
            'bat' : {},
        }
    },
    'qwe': {
        'asd': {}
    }
}

#!/usr/bin/env python
def assoc_in(m, ks, v):
    """Inspired by http://clojuredocs.org/clojure_core/clojure.core/assoc-in"""
    m = m or {}
    k = ks[0]
    ks= ks[1:]
    if ks:
        m[k] = assoc_in(m.get(k, {}), ks, v)
    else:
        m[k] = v
    return m
#
lst = [
    ['foo', 'bar1', 'baz'],
    ['foo', 'bar1', 'bat'],
    ['foo', 'bar2', 'bat'],
    ['qwe', 'asd', '']
]
#
reduce(lambda m, line: assoc_in(m, 
                                filter(None, line),
                                {}),
       lst,
       {})