K = MyObj()
K.Lines.append('First line to Obj "K"')
K.Lines.append('Second line to Obj "K"')
L = MyObj()
L.Lines.append('First line to Obj "L"')
print 'Lines from Obj "K"',K.Lines
print 'Lines from Obj "L"',L.Lines


Result is:
[Dbg]>>> 
Lines from Obj "K" ['First line to Obj "K"', 'Second line to Obj "K"', 'First line to Obj "L"']
Lines from Obj "L" ['First line to Obj "K"', 'Second line to Obj "K"', 'First line to Obj "L"']
>>> 

Why data appended into nested list filed “Lines”  into different object “K” and “L”  appears in both objects ?

Sadly you didn't attach the definition of the class "MyObj".

I assume it is like this:

class MyObj:
    Lines = []

In this case, the Lines list object is shared by all instances of MyObj.
Please post to the python-list mailing list for further questions about this behavior.

If your bug is different, please feel free to reopen this.

Sorry :(
I forgot to paste definision of Class MyObj
yes it is:

class MyObj:
    Lines = []
--------------------------------------
is this a bug ? 
Or always in Python data in nested object are shared between all objects from same class

Yes, this is exactly what I had written in my previous answer.