class Stage:
    def __init__(self):
        self.entities = []

class Entity:
    def __init__(self):
        pass

stage_a = Stage()
stage_b = Stage()

stage_a.entities.append(Entity())
stage_b.entities.append(Entity())
stage_b.entities.append(Entity())

#------------------------------------------------------------
#or:
#------------------------------------------------------------


class Stage:
    def __init__(self):
        self.entities = []

class Entity:
    def __init__(self, stage):
        self.stage = stage

stage_a = Stage()
stage_b = Stage()
stage_a.entities.append(Entity(stage_a))
stage_b.entities.append(Entity(stage_b))
stage_b.entities.append(Entity(stage_b))