How do I clone a list so that it doesn't change unexpectedly after assignment?

While using new_list = my_list, any modifications to new_list changes my_list every time. Why is this, and how can I clone or copy the list to prevent it? For example:

>>> my_list = [1, 2, 3]
>>> new_list = my_list
>>> new_list.append(4)
>>> my_list
[1, 2, 3, 4]