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I have dug out the setup I used previously and, apart from 
using Python 2.2 instead of 2.0.1, have had a go at 
reproducing my previous results.

With a debug build of Tcl/Tk and threads disabled I have 
managed to get this stack trace when it locks on exit (after 
doing a break):

ConsoleCloseProc(int * 0x006a0ae4, Tcl_Interp * 
0x00000000) line 527 + 17 bytes
TclFinalizeIOSubsystem() line 241 + 20 bytes
Tcl_FinalizeThread() line 911
Tcl_Finalize() line 812
DllMain(HINSTANCE__ * 0x00970000, unsigned long 
0x00000000, void * 0x00000001) line 197
TCL83! _DllMainCRTStartup@12 + 80 bytes
KERNEL32! bff7ddd6()
KERNEL32! bff8d123()
8176b5fc()

It is hanging up in ConsoleCloseProc() in 'tclWinConsole.c'
at about line 527:
WaitForSingleObject(consolePtr->writeThread, INFINITE);

I tried changing the timeout from INFINITE to 100ms and 
testing the return value for WAIT_TIMEOUT. Sure enough it 
occasionaly printed a message (and didn't lock-up).

Don't know if this helps. Will try to reproduce the double 
free problem in the threaded build later,

cheers,
John.