vector or list of matrices corresponding to an observation

Dear all,

I observe for each observation several joint distributions of two
multinomial random variables (5x5 matrices). Right now, data are
arranged so that I have 20 columns for each joint distribution by
observation, which is not practical.

I would like to work with matrices that would be indexed by
observation, just as I work with vectors and matrices for regression
like analysis.

How should I proceed? With a list of list of matrices and how to build
it in a systematic way (n=3000 and I observe up to 10 joint
distributions by observation)?

I'm not familiar with such procedure and I don't know where I should
start reading.

Thanks!

Best,
SL