def mergeTwoLists(self, l1, l2):
if not l1:
return l2
elif not l2:
return l1
else:
if l1.val <= l2.val:
l1.next = self.mergeTwoLists(l1.next, l2)
return l1
else:
l2.next = self.mergeTwoLists(l1, l2.next)
return l2
Python recursive solution with only 11 lines, easy to understand

Good solution, while the first a fewer lines are a little verbose, here is a concise version of your idea:
def mergeTwoLists(self, l1, l2): if None in (l1, l2): return l1 or l2 if l1.val < l2.val: l1.next = self.mergeTwoLists(l1.next, l2) return l1 else: l2.next = self.mergeTwoLists(l1, l2.next) return l2