1. Create a file containing this line:
'\xdk'

2. Open the file for editing in IDLE 2.6.4. Banner:
Python 2.6.4 (r264:75708, Oct 26 2009, 08:23:19) [MSC v.1500 32 bit (Intel)] on win32

3. Run Module (F5) -> Bug#1: no error is shown

4. Run Module 7 more times (exactly!) -> Bug#2: IDLE crashes

When running IDLE in a console, I get the error:

Exception in Tkinter callback
Traceback (most recent call last):
  File "c:\prod\python\lib\lib-tk\Tkinter.py", line 1410, in __call__
    return self.func(*args)
  File "c:\prod\python\lib\idlelib\MultiCall.py", line 150, in handler
    r = l[i](event)
  File "c:\prod\python\lib\idlelib\ScriptBinding.py", line 140, in run_module_event
    code = self.checksyntax(filename)
  File "c:\prod\python\lib\idlelib\ScriptBinding.py", line 99, in checksyntax
    return compile(source, filename, "exec")
ValueError: invalid \x escape

The crash in "Bug#2" is certainly because pythonw.exe has no console, so sys.stdout blocks on the first flush(), after 4096 bytes of output.

With IDLE 3.2 on Ubuntu 11.04, this is not a problem. An error box pops up:

SyntaxError
(unicode error) 'unicodeescape' codec can't decode bytes in position 0-3: truncated \xXX escape

With IDLE 2.7.1 on Ubuntu 11.04, the console gives the error described by Amaury.

A quick fix would be to add "ValueError" to the except clause in "checksyntax" in ScriptBinding for the 2.7 branch.

New changeset e277fe8380e0 by Ned Deily in branch '2.7':
Issue #8793: Prevent IDLE crash in 2.7 when given strings with
http://hg.python.org/cpython/rev/e277fe8380e0

Thank for the suggestion!  BTW, a similar change had been recently made to Python 3 for Issue9871 for invalid byte strings.