...as per my original proposal on python-ideas:
http://mail.python.org/pipermail/python-ideas/2013-June/021450.html
Patch is in attachment.

Looks good to me, except the backslash continuation is unneeded. Needs documentation.

I get a test failure when I run the test suite with unittest.patch:

test_Exit (unittest.test.test_program.Test_TestProgram) ... test test_unittest crashed -- Traceback (most recent call last):
  File "/home/berker/projects/cpython-default/Lib/test/regrtest.py", line 1278, in runtest_inner
    test_runner()
  File "/home/berker/projects/cpython-default/Lib/test/test_unittest.py", line 8, in test_main
    support.run_unittest(unittest.test.suite())
  File "/home/berker/projects/cpython-default/Lib/test/support/__init__.py", line 1764, in run_unittest
    _run_suite(suite)
  File "/home/berker/projects/cpython-default/Lib/test/support/__init__.py", line 1730, in _run_suite
    result = runner.run(suite)
  File "/home/berker/projects/cpython-default/Lib/unittest/runner.py", line 178, in run
    test(result)
  File "/home/berker/projects/cpython-default/Lib/unittest/suite.py", line 87, in __call__
    return self.run(*args, **kwds)
  File "/home/berker/projects/cpython-default/Lib/unittest/suite.py", line 125, in run
    test(result)
  File "/home/berker/projects/cpython-default/Lib/unittest/suite.py", line 87, in __call__
    return self.run(*args, **kwds)
  File "/home/berker/projects/cpython-default/Lib/unittest/suite.py", line 125, in run
    test(result)
  File "/home/berker/projects/cpython-default/Lib/unittest/suite.py", line 87, in __call__
    return self.run(*args, **kwds)
  File "/home/berker/projects/cpython-default/Lib/unittest/suite.py", line 125, in run
    test(result)
  File "/home/berker/projects/cpython-default/Lib/unittest/suite.py", line 87, in __call__
    return self.run(*args, **kwds)
  File "/home/berker/projects/cpython-default/Lib/unittest/suite.py", line 125, in run
    test(result)
  File "/home/berker/projects/cpython-default/Lib/unittest/case.py", line 647, in __call__
    return self.run(*args, **kwds)
  File "/home/berker/projects/cpython-default/Lib/unittest/case.py", line 597, in run
    testMethod()
  File "/home/berker/projects/cpython-default/Lib/unittest/test/test_program.py", line 119, in test_Exit
    testLoader=self.FooBarLoader())
  File "/home/berker/projects/cpython-default/Lib/unittest/case.py", line 726, in assertRaises
    return context.handle('assertRaises', callableObj, args, kwargs)
  File "/home/berker/projects/cpython-default/Lib/unittest/case.py", line 173, in handle
    callable_obj(*args, **kwargs)
  File "/home/berker/projects/cpython-default/Lib/unittest/main.py", line 93, in __init__
    self.runTests()
  File "/home/berker/projects/cpython-default/Lib/unittest/main.py", line 244, in runTests
    self.result = testRunner.run(self.test)
  File "/home/berker/projects/cpython-default/Lib/unittest/runner.py", line 178, in run
    test(result)
  File "/home/berker/projects/cpython-default/Lib/unittest/suite.py", line 87, in __call__
    return self.run(*args, **kwds)
  File "/home/berker/projects/cpython-default/Lib/unittest/suite.py", line 125, in run
    test(result)
  File "/home/berker/projects/cpython-default/Lib/unittest/suite.py", line 87, in __call__
    return self.run(*args, **kwds)
  File "/home/berker/projects/cpython-default/Lib/unittest/suite.py", line 125, in run
    test(result)
  File "/home/berker/projects/cpython-default/Lib/unittest/case.py", line 647, in __call__
    return self.run(*args, **kwds)
  File "/home/berker/projects/cpython-default/Lib/unittest/case.py", line 597, in run
    testMethod()
  File "/home/berker/projects/cpython-default/Lib/unittest/test/test_program.py", line 60, in testFail
    assert False
AssertionError

The new patch (see issue18381.diff) fixes that failure. Other changes:

* Added documentation
* Added a test case for addWarning and TestResult.warnings
* Added "print warning" feature

FWICT Berker's patch LGTM. Michael, are you OK with committing this?

Thanks for the review, Giampaolo.

Attached a new patch which fixes text_logging and test_doctest tests.

However, this patch will broke the current behavior of test.support.check_warnings. See Lib/test/test_xml_etree.py for example:

test test_xml_etree crashed -- Traceback (most recent call last):
  File "/home/berker/projects/cpython-default/Lib/test/regrtest.py", line 1278, in runtest_inner
    test_runner()
  File "/home/berker/projects/cpython-default/Lib/test/test_xml_etree.py", line 2580, in test_main
    support.run_unittest(*test_classes)
  File "/home/berker/projects/cpython-default/Lib/test/test_xml_etree.py", line 2537, in __exit__
    self.checkwarnings.__exit__(*args)
  File "/home/berker/projects/cpython-default/Lib/contextlib.py", line 66, in __exit__
    next(self.gen)
  File "/home/berker/projects/cpython-default/Lib/test/support/__init__.py", line 1081, in _filterwarnings
    missing[0])
AssertionError: filter ("This search is broken in 1.3 and earlier, and will be fixed in a future version.  If you rely on the current behaviour, change it to '.+'", FutureWarning) did not catch any warning

Ouch. I've just been bitten by the fact that unittest enables all warnings by default in 3.4, and this change would definitely make things worse. I would like to see a simple, documented way of disabling this new behaviour. I'm proposing a `catch_warnings` flag on both TestProgram and TestResult (defaulting to True if you like).

(it would be even nicer if this were more flexible, e.g. I want unittest to catch ResourceWarning but not NumbaWarning, but that's icing on the cake)

By the way, perhaps the tests should also exercise the interaction with assertWarns() calls.