How to compare a user input against multiple OR conditions PYTHON 3.x

Apologies if this is a dumb question. I've done a bit of searching, and haven't been able to find the info I need though. I'm very new to python. Currently in the middle of the Learn Python 3 The Hard Way course.

I'm trying to write an IF statement that takes a user generated string, and compares it against a list, and then evaluates to True, if there is a match.

I have been able to do this successfully using:

if input in list:
    print("That was in the list.")

but what I'm trying to do now is swap this around and use a one off list that's part of the IF statement. I'm doing a ZORK style game where there are rooms with doors in different walls etc, so in this case it didn't make sense to me to have a bunch of permanent lists with different configurations of 'n', 's', 'e', 'w' in them that I'd have to reference depending on which walls have doors. But I don't want to write out three separate elif evaluations that all do the exact same thing either (if I wrote one for each 'no go' direction in each room.) Hope that all makes sense.

I read somewhere that you could put a list into an IF statement like this {'up', 'down', 'left'} But when I try that it says that I don't have a string in my "in" evaluation:

choice = input("> ")

if {'up', 'down', 'left', 'right'} in choice:
    print("You wrote a direction!")
else:
    print("Oh bummer.")