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Well, Guido and Tim agree with you that it's not a pickle
bug.  I still feel it is one, because its docs currently
make you think you can securely load untrusted pickles, and
because it's a natural, non-obscure thing to want to do
(see pyro and the cookie module), but whatever.  If it's
not a code bug then I feel it's a significant functionality
shortcoming in the python library.

Pyro uses pickle to serialize data for RPC calls over the
internet.  A malicious client could make a hostile pickle
take over the server.  The cookie module lets web
applications store user session state in browser cookies.
Its SerialCookie and SmartCookie classes let you put
arbitrary Python objects into the user session, and
serializes them when pickle.  Again, a malicious client
can make a hostile pickle, send it in a cookie header to
the http server, and take over the server when the 
application unpickles the cookie.

The current documentation for the pickle module makes it
very clear to me that the doc writer thought it was safe
to unpickle untrusted cookies.  If pickle wasn't designed
for that, then there was a communication failure between
the designer and the doc writer.

Yes, I'm willing to help with a PEP for fixing this
situation.

Paul