Hey Rahul,
Adding a lead to multiple lists at once is not possible at this time via the API. There are a couple options as a workaround:
1. Use the Add Leads to List call multiple times (http://developers.marketo.com/documentation/rest/add-leads-to-list/)
2. Set up a campaign in Marketo that adds a lead to all the lists you want and request this campaign via the API (http://developers.marketo.com/documentation/rest/request-campaign/)
Best,
Will