Partial indexing with a list and hierarchical index
#### Code Sample, a copy-pastable example if possible

Teaching a pandas course. Attendee just came across this. Note that we index with a list instead of a tuple at the bottom.

``` python
frame = pd.DataFrame(np.arange(12).reshape(( 4, 3)),
                  index =[['a', 'a', 'b', 'b'], [1, 2, 1, 2]],
                  columns =[['Ohio', 'Ohio', 'Colorado'], ['Green', 'Red', 'Green']])
frame.index.names = ['key1', 'key2']
frame.columns.names = ['state', 'color']
frame
frame.loc[['b', 2], 'Colorado']
frame.loc[['b', 1], 'Colorado']
```

Returns 

```
color      Green
key1 key2
b    1         8
     2        11
```

in both cases on pandas 0.18.1
#### Expected Output

Error?
#### output of `pd.show_versions()`

```
INSTALLED VERSIONS
------------------
commit: None
python: 3.4.4.final.0
python-bits: 64
OS: Darwin
OS-release: 15.5.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8

pandas: 0.18.1
nose: None
pip: 8.1.1
setuptools: 20.3
Cython: None
numpy: 1.11.0
scipy: 0.17.1
statsmodels: None
xarray: None
IPython: 4.0.3
sphinx: None
patsy: None
dateutil: 2.4.2
pytz: 2015.6
blosc: None
bottleneck: None
tables: None
numexpr: None
matplotlib: None
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: 0.9999999
httplib2: None
apiclient: None
sqlalchemy: 1.0.8
pymysql: None
psycopg2: 2.6.1 (dt dec pq3 ext lo64)
jinja2: 2.8
boto: 2.39.0
pandas_datareader: None
```
