numpy.histogramdd is a histogram function generalized to arbitrary dimensions. You pass it a N x D matrix 9repreenting N samples of D dimensional data) along with a D length list of bin-edges (if you wish, histogramdd can, like histogram, generate bins for you) and histogramdd will return a D dimensional histogram for you.
I was doing some analysis that involved data in 8 dimensional space and when I first prototyped the analysis