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.