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You can use a brute-force search by defining your own custom function:

sage: def is_sublist(shortlist, longlist):
...       for e in shortlist:
...           if not (e in longlist):
...               return False
...       return True
...
sage: L = [2, 5, 23]
sage: P = primes_first_n(20); P
[2, 3, 5, 7, 11, 13, 17, 19, 23, 29, 31, 37, 41, 43, 47, 53, 59, 61, 67, 71]
sage: is_sublist(L, P)
True
sage: L.append(next_prime(P[-1])); L
[2, 5, 23, 73]
sage: is_sublist(L, P)
False

Alternatively, you can use the built-in functions itertools.imap and all:

sage: import itertools
sage: L = [2, 5, 23]
sage: P = primes_first_n(20); P
[2, 3, 5, 7, 11, 13, 17, 19, 23, 29, 31, 37, 41, 43, 47, 53, 59, 61, 67, 71]
sage: all(itertools.imap(lambda x: x in P, L))
True
sage: L.append(next_prime(P[-1])); L
[2, 5, 23, 73]
sage: all(itertools.imap(lambda x: x in P, L))
False

You can use a brute-force search by defining your own custom function:function. This option doesn't assume that elements in your list are unique. Your lists can contain duplicate elements if you want.

sage: def is_sublist(shortlist, longlist):
...   ....:     for e in shortlist:
...   ....:         if not (e in longlist):
...   ....:             return False
...   ....:     return True
...
....: 
sage: L = [2, 5, 23]
sage: P = primes_first_n(20); P
[2, 3, 5, 7, 11, 13, 17, 19, 23, 29, 31, 37, 41, 43, 47, 53, 59, 61, 67, 71]
sage: is_sublist(L, P)
True
sage: L + [23]
[2, 5, 23, 23]
sage: is_sublist(L + [23], P)
True
sage: L.append(next_prime(P[-1])); L
[2, 5, 23, 73]
sage: is_sublist(L, P)
False
sage: is_sublist(L + [23], P)
False

Alternatively, you can use the built-in functions itertools.imap and all:. The function itertools.imap is efficient when your lists are large, e.g. having hundreds or even hundreds of thousands of elements. This second option doesn't care if your lists have duplicate elements.

sage: import itertools
sage: L = [2, 5, 23]
sage: P = primes_first_n(20); P
[2, 3, 5, 7, 11, 13, 17, 19, 23, 29, 31, 37, 41, 43, 47, 53, 59, 61, 67, 71]
sage: L + [23]
[2, 5, 23, 23]
sage: all(itertools.imap(lambda x: x in P, L))
True
sage: L.append(next_prime(P[-1])); L
[2, 5, 23, 73]
sage: all(itertools.imap(lambda x: x in P, L + [23]))
True
sage: L.append(next_prime(P[-1])); L
[2, 5, 23, 73]
sage: all(itertools.imap(lambda x: x in P, L))
False
sage: all(itertools.imap(lambda x: x in P, L + [23]))
False

sage: L = [2, 5, 23]
sage: P = set(primes_first_n(20))
sage: set(L)
set([2, 5, 23])
sage: set(L).issubset(P)
True
sage: set(L + [23])
set([2, 5, 23])
sage: set(L + [23]).issubset(P)
True
sage: L.append(111); L
[2, 5, 23, 111]
sage: set(L)
set([2, 111, 5, 23])
sage: set(L + [111])
set([2, 111, 5, 23])
sage: set(L + [111]).issubset(P)
False
sage: set(L).issubset(P)
False