The thing you are missing is "yield", look up generators in the Python documentation. With that, you can return the edges one by one without having to create temporary lists.
Also, your code is not very Pythonic but rather seems to be C code. The first "smell" is that the vertices are stored in an array and referenced via their index. In Python, you would rather store references to the actual vertices instead. Also, your "class" shouldn't be a class but a plain function that yields the edges incident to the given vertex, see http://www.youtube.com/watch?v=o9pEzgHorH0.