Depending on the context, yes. But sometimes you are not allowed the last comma.

ETA: Let me expand on why it's important to put the comma first. Which list is more clear to you:

    a
  , dog
  , weather
  , banana
  , b
  , car

or

  a,
  dog,
  weather,
  banana,
  b,
  car

With the leading commas, they all line up, and you can see them in a neat little row. I really prefer it especially in contexts where the trailing comma is not permitted, such as a SQL query:

  SELECT
    name
  , date
  , operation
  FROM
    stuff