Whey I do a help (python-module), I get the help text as follows:

Help on module tempfile:

NAME
    tempfile - Temporary files.

FILE
    /usr/lib/python2.5/tempfile.py

MODULE DOCS
    http://www.python.org/doc/2.5.4/lib/module-tempfile.html

DESCRIPTION
    This module provides generic, low- and high-level interfaces for
    creating temporary files and directories.  The interfaces listed
    as "safe" just below can be used without fear of race conditions.
    Those listed as "unsafe" cannot, and are provided for backward
    compatibility only.

The link to the webpage lists the supported platforms for the module.
It would be good to have an entry stating the list of platforms supported
by the module, in the module doc itself.

I'm not sure to understand. The web page says the module "works on all 
supported platforms." Many python features works equally well on all 
platforms, and I don't feel necessary to repeat this everywhere.
The differences between platforms are more interesting IMO.

Take "help os" or "help os.fork" for example.

WIth the help output that they provide, how am I supposed to know that
os.fork is only supported on Unix.

We can also go with the assumption that the modules shipped are
cross-platform. But then, for those that aren't, I don't think we mention
that in the help file documentation.

What makes you think that the tempfile module is not cross-platform?

I never said that I think it is not cross-platform.

My point is, it should be good to list down a module's dependency in the
python help docs.

Like:
tempfile

Supported Platforms: ALL
Exception: On Platform foo, feature tempfile.bar() is not available.

*most* modules are platform independent, and for those, I do not think
anything needs to be said. 

I agree with OP that it would be nice if interactive help indicated
platform dependencies, if and when such is not done now. I have no idea
if any of such addition could be easily automated.

>WIth the help output that they provide, how am I supposed to know that
os.fork is only supported on Unix.

On windows, os.fork does not exist, so help(os.fork) fails, so it is obvious to me that it is not available on Windows ;-).

help(winreg) returns
"help(winreg)
Help on built-in module winreg:

NAME
    winreg - This module provides access to the Windows registry API."

One could, for example, suggest "add 'Windows-only' between 'This' and 'module' in the module doc string that follows the name." This is not needed here because 'Windows' appears later. 

However, if you want to move this issue forward, use the quoted example as a model for a list of specific suggestions for objects specific to platforms you have access to. (For instance, I cannot easily get the os.fork doc string to see what it now says.) User suggestions are the main way existing docs get improved.

In other words, check the existing doc string and see if it is deficient. If it is, quote is and suggest a change. If the suggested change is the same for several objects, list and quote several and then make the suggestion, such as "insert 'unix-only' before 'module'."

As there was no reply to msg109130 (nearly five years ago) can we close this as won't fix?

I agree.  The resolution is that help fails for objects that do not exist on the platform.  We do not supply non-functional dummy objects that only exist to document non-support.  Any objects with undocumented platform-specific behavior should be handled on a case-by-case basis.