Optimization of algorithm performance
import *

Since you only need sqrt and log10 from math, I would change this:

from math import *


to: 

from math import sqrt, log10


pep8


Use descriptive method names. I have no idea what dl or c mean
Valiable (and argument) names should be descriptive. It is very hard to determine what Omo is.
use lower_case for arguments and variable names
Spacing between operators


unused arguments

def dl(n, Om, Od, M):
    Od = 1 - Om


Why pass in Od if you overwrite it immediately afterwards?

In fact, Od is only used in ant, so why not just calculate it there and omit it for the rest?

global variables

dl uses xx while it's not in the argument list. It also only uses n to index xx, why not pass in the relevant value from xx as argument immediately?

Using this global variable makes it harder to use this method for other values

inner functions

Functions delta and L gets defined all 2000 iterations of the for-loop. This is unnecessary

L uses global state, and is calculated multiple times , why not just do

l = np.exp(-0.5 * (c(Omn, Odn, Mn) - c(Omo, Odo, M)))


making it a variable instead of a function?

Seperate the functions

Even in a simple script, you can seperate the production of the results from the presentation of the input

use if __name__ == '__main'__:

so your program can be run a script, but also imported as a module

R3

Why generate a new random number with the same name? Either it's the same number, so no need to generate it, or it's a different number, so give it a new name

Besides that, if L() is larger than a number between 0 and 1, it will be larger than 1, so if .. elif is unnecessary

Magic numbers

Where come the 0.000001 in c and the 0.04 in delta come from? If these a constants, better name them so

avoid repetition

The way your program is setup, Cov is converted to a numpy array a lot, and c(Omn, Odn, Mn) and c(Omo, Odo, M) are calculated over and over without any change in arguments, better to do those things once

f_list

instead of appending,  I would use a list comprehension.

One step further, since you need it as a np.array anyway, why not use np.fromiter and a generator expression?
Why are you taking the determinant from a two-dimensional array, instead of doing the calculations on a one-dimensional array?

All in all, I would end up with something like this:

import numpy as np
import emcee
import matplotlib.pyplot as plt
from math import sqrt, log10
from scipy.integrate import quad
from scipy.integrate import odeint
from io import StringIO


def ant(z, Om):
    Od = 1 - Om
    return 1 / sqrt(((1 + z) ** 2) * (1 + Om * z) - z * (2 + z) * Od)


def dl(x, y, Om, M):
    q = quad(ant, 0, x, args=(Om,))[0]
    h = 5 * log10((1 + x) * q)
    return y - M - h


def c(xx, yy, cov, Om, M):
    f_list = np.fromiter(
    (dl(x, y, Om, M) for x, y in zip(xx, yy)), 
    dtype=float,
    count=len(xx),
    )
    a = np.dot(f_list, cov)
    b = np.dot(a, f_list.T)
    return b * 0.000001

def delta(r1, r2):
    sig = 0.04
    return sig * (np.sqrt(-2 * np.log(r1)) * np.cos(np.radians(r2)))


def calculation(xx, yy, cov, M, Omo, N):

    c0 = c(xx, yy, cov, Omo, M)
    for i in range(1, N):
        R1 = np.random.uniform(0, 1)
        R2 = np.random.uniform(0, 1)
        R3 = np.random.uniform(0, 1)
        R4 = np.random.uniform(0, 1)
        R5 = np.random.uniform(0, 1)

        Omn = Omo + delta(R1, R2)
        Mn = M + delta(R3, R4)

        c_ = c(xx, yy, cov, Omn, Mn)
        l = np.exp(-0.5 * (c_ - c0))

        if l &gt; R5:
            O_m = Omn
            chi = c_

        yield chi, O_m


def main(filehandle):
    temp = 1e5
    z0 = 0
    M = 2
    Omo = 0.3
    H0 = 70

    N = 2000
    xx = np.array([0.01,0.012])  
    yy = np.array([32.95388698,33.87900347])
    cov = np.array([[137,168],[28155,-2217]])



    for chi, O_m in calculation(xx, yy, cov, M, Omo, N):
        filehandle.write("{0}\t{1}\n".format(chi, O_m))

    if chi &lt; temp:
        temp = chi
        chimin = temp
    return chimin

if __name__ == '__main__':
    # with StringIO() as filehandle:
    with open('txtfile.txt', 'w') as filehandle:
        chimin = main(filehandle)
        # print(filehandle.getvalue())
        print("Minimum of chi squre is")

        print(chimin)
        print(input("Press any key to exit... "))


I don't know whether this will spectacularly speed up your algorithm, but it will help, especially the more simple c. For this simple input, it needed about 33% less time on my machine

Larger gains will be made by vectorizing more, but for that I would need to have a better mathematical understanding of what's going on