imp.find_module() can find files, which cannot be imported. I suggest that imp.find_module() raise an exception in such cases.

$ cd /tmp
$ touch .something.py
$ python3.3
Python 3.3.0a0 (default:5e456e1a9e8c+, Sep 25 2011, 18:57:23) 
[GCC 4.5.3] on linux
Type "help", "copyright", "credits" or "license" for more information.
>>> import .something
  File "<stdin>", line 1
    import .something
           ^
SyntaxError: invalid syntax
>>> module = __import__(".something")
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
ValueError: Empty module name
>>> import imp
>>> file, pathname, description = imp.find_module(".something")
>>> file, pathname, description
(<_io.TextIOWrapper name=4 mode='U' encoding='utf-8'>, '.something.py', ('.py', 'U', 1))

I'm not sure they should be disallowed.  We have ways to set variables and attributes with "invalid" names (like '.something') too.  OTOH __import__ fails to import the .something due to the special meaning of the dot, but it imports things like foo-bar.py just fine.
Also I'm assuming that with "unimportable" you just mean "with a name that is not a valid identifier" and not other modules that can't be imported for other reasons.

I mean files, which cannot be imported even by __import__().
I know that __import__() can import foo-bar.py.

I'm w/ Ezio on this; imp.find_module() handling modules whose names can't be used by __import__() is fine.