explicit is better than implicit ... so sure you could make it more concise:
def __init__(self,a,b,c):
for k,v in locals().items():
if k != "self":
setattr(self,k,v)
The better question is should you?
... that said if you want a named tuple I would recommend using a namedtuple (remember tuples have certain conditions attached to them) ... perhaps you want an ordereddict or even just a dict ...