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#!/usr/bin/python

import os

from appdirs import site_config_dir
from appdirs import user_config_dir

BASE_CONFIG = '/bandit.yaml'
os.environ['XDG_CONFIG_DIRS'] = '/etc:/usr/local/etc'

config_dirs = (['.'] + [user_config_dir("bandit")] +
                       site_config_dir("bandit", multipath=True).split(':'))
config_locations = [s + BASE_CONFIG for s in config_dirs]

print config_locations

Ubuntu:
['./bandit.yaml', '/home/dave/.config/bandit/bandit.yaml', '/etc/bandit/bandit.yaml', '/usr/local/etc/bandit/bandit.yaml']

Mac:
['./bandit.yaml', '/Users/mike/Library/Application Support/bandit/bandit.yaml', '/Library/Application Support/bandit/bandit.yaml'