Attached is what I think is a completely working version of warnings 
implemented in a mixture of C and Python. I am not worrying about 
documenting the new C APIs I had to add since they are pretty specific 
to internal stuff. Probably should add a leading '_', but I'm tired. =)

I think the fleshed out tests do a pretty good job of testing new code. 
Even if this patch gets held up the tests should definitely get 
backported as is reasonable.

Assigning to Neal to review (hopefully soon).