title: Correct syntax for nested list or set comprehension
body: <p>Imagine this object:</p>
  
  <pre><code>my_obj = {
      'Episodes' : [
          {'Tags' : ['one','two','three']},
          {'Tags' : ['three','four','five']}
              ]
          }
  </code></pre>
  
  <p>I want to create a set of the tags:</p>
  
  <pre><code>tags = set(tag for tag in e['Tags'] for e in my_obj['Episodes'])
  </code></pre>
  
  <p>However, it doesn't work because <code>e</code> is not defined.  How can I do it??</p>