This is actually a readline thing, so you can edit your $HOME/.inputrc with

   set editing-mode vi

and get the vi bindings in everything that supports readline, e.g. the Python shell etc. There's tons more that can be customized here. You can even have it put the current vi mode in your prompt and stuff like that.

https://www.gnu.org/software/bash/manual/html_node/Readline-...