businesses.py

businesses = []
inspections = []

for row in reader():
    # Find business in my list if it exists, else default to None
    # The technique is not obvious or simple, but see here for explanation:
    # http://stackoverflow.com/a/8653568/765103
    camis = row[0]
    business = next((b for b in businesses if b.camis == camis), None)
    
    # If business was not in the list, then create it and add it to my list
    if not business:
        business = Business(camis=camis, name=row[1], ...)
        businesses.append(business)
        
    # So the above functions basically like a get or create for our list
    # But in either case we now have a valid business so we can do the inspection
    inspection = Inspection(business=business, date=foo, grade=bar, ...)
    inspections.append(inspection)