Let G be a finite group, H a subgroup and V a Gmodule. Then the embedding H in G induces a restriction map on $H^{n}(G,A)$ to $H^{n}(H,A)$. My question is that is there any long exact sequence which contains this map? And generally how to compute $H^n(G,A)$ effectively when n is small, like 0,1.

I think you're looking for the HochschildSerre spectral sequence. It's slightly more complicated than a long exact sequence, but you can extract the very concrete "inflationrestriction sequence" out of it. Your general question is a little too general to get a good answer, though there are some good other questions on this site that you will probably find very helpful, e.g., Intuition for Group Cohomology Essential theorems in group (co)homology If you really only want $n=0$ and $n=1$, these are very concrete and addressed in any of the standard references for group cohomology. $H^0$ is the fixedpoint functor, and $H^1$ is the group of "crossed homomorphisms" (which reduce to regular homomorphisms when the action is trivial). 


There is a long exact sequence but I think it is largely useless: We have that for any $H$module $B$ the cohomology $H^n(H,B)$ is equal to the cohomology $H^n(G,B^G_H)$ of the induced module $B^G_H$. When $B$ is the restriction of a $G$module $A$ we have a surjective $G$map $A^G_H \to A$ and an injective $G$map $A\to A^G_H$. Taking the kernel (resp.\ cokernel) we get short exact sequences of $G$module and then the desired long exact sequence. However, the cohomology of the kernel (cokernel) seems in general at least as difficult to compute as that of $A$ and $B^G_H$. As for the efficient computation of low degree cohomology it depends on what you mean by efficient. There are computer algebra packages that compute for reasonable sized problems but I don't think they use methods that are that far from brute computation. 

