Take this program:

8< -----------------------------------------------
print "START"

a = [
        1
        for i in range(10)]
8< -----------------------------------------------

as "a.py", run "python -m pdb a.py", say "b 3" to set a breakpoint on
line 3. Say "c" to start execution. Watch the program finish without
ever hitting the breakpoint.

The problem is that line 3 has no bytecode generated for it, so there's
nothing to break on. Pdb should provide feedback in this case. I'm the
author of PuDB, and I've written code to check for this condition Please
feel free to steal that code, here:

http://is.gd/19fvD

The OP has offered source code which fixes this issue, see msg89597.

Another example where pdb does not stop at breakpoints set at
global, else and finally statements:

$ nl -ba foo.py
     1  x = 1
     2  def main():
     3      global x
     4      try:
     5          if not x:
     6              x = 2
     7          else:
     8              x = 3
     9      finally:
    10          x = 4
    11
    12  if __name__ == "__main__":
    13      main()
    14      print(x)
    15
$ python3 -m pdb foo.py
> /path_to/foo.py(1)<module>()
-> x = 1
(Pdb) break 3
Breakpoint 1 at /path_to/foo.py:3
(Pdb) break 7
Breakpoint 2 at /path_to/foo.py:7
(Pdb) break 9
Breakpoint 3 at /path_to/foo.py:9
(Pdb) break 14
Breakpoint 4 at /path_to/foo.py:14
(Pdb) continue
> /path_to/foo.py(14)<module>()
-> print(x)
(Pdb)

==============
vim:sts=2:sw=2

This is fixed in the proposed patch named pdb_lnotab.patch attached to
issue 14913.

See also how this is fixed at
http://code.google.com/p/pdb-clone/source/detail?r=6b342324ebdc4558b83b9391e34478c1fa0752db