You can consider mapping them into a dictionary. All straight forward code.
functions = ['sum', 'id', 'str', 'list']
modules = ['random', 'numpy', 'scipy', 'os']
methods = ['some_other_stuff']
answer = dict()
answer['functions'] = functions
answer['modules'] = modules
answer['methods'] = methods
while True:
choice = raw_input('Choose between functions, methods, or modules: ')
if choice in answer.keys(): # ['functions', 'modules', 'methods']
print answer[choice]