Interestingly it fails with a different error message on Mac. The Ubuntu
one is at least helpful.
I get this during make(configure also runs fine) :
gcc  -u _PyMac_Error -o python.exe \
			Modules/python.o \
			libpython3.0.a -ldl      
make: *** [sharedmods] Error 1

The created python.exe also behaves very strange:
Tinuviel:py3k mc$ ./python.exe 
Python 3.0a2+ (py3k:61071, Feb 26 2008, 14:50:42) 
[GCC 4.0.1 (Apple Inc. build 5465)] on darwin
Type "help", "copyright", "credits" or "license" for more information.
>>> print("hello")
>>> exit()
>>> exit()
>>> dfklasjd
>>> 

Locales:
Tinuviel:py3k mc$ locale
LANG=
LC_COLLATE="C"
LC_CTYPE="UTF-8"
LC_MESSAGES="C"
LC_MONETARY="C"
LC_NUMERIC="C"
LC_TIME="C"
LC_ALL=


Solution: set LANG to "C" or some other valid value.