I've attached a script which demonstrates the bug.

When feeding a <script> that contains a comment tag with the actual script and the script containing tags itself (e.g. a 'document.write(<td></td>)'), the parser doesn't call handle_comment and handle_starttag.

I forgot to say, I'm using python version 3.2.2.

The content of a script tag is CDATA.  Why would you expect it to be parsed?

Oh, I wasn't aware of that.
Then, the bug is actually calling handle_endtag.

To clarify this even further: Consider
parser_instance.feed("<script><td></td></script>")

It should call:
parser_instance.handle_starttag("script", [])
parser_instance.handle_data("<td></td>")
parser_instance.handle_endtag("script", [])

Instead, it calls:
parser_instance.handle_starttag("script", [])
parser_instance.handle_data("<td>")
parser_instance.handle_endtag("td", [])
parser_instance.handle_endtag("script", [])

I believe this was fixed recently as part of issue 670664.  Ezio will know for sure.

Yep, this was fixed in #670664.
With the development version of Python (AFAIK the fix has not be released yet) and the example parser found in the doc[0] I get this:

>>> parser = MyHTMLParser()
>>> parser.feed('<script><td></td></script>')
Encountered a start tag: script
Encountered   some data: <td></td>
Encountered  an end tag: script


[0]: http://docs.python.org/dev/library/html.parser.html#example-html-parser-application

Great! Thank you!