tp_traverse and tp_clear on threading.local are defined, but the
Py_TPFLAGS_HAVE_GC flag is not set. As a result, cycles are not collected:

>>> import threading, weakref
>>> o = threading.local()
>>> class X(object): pass
... 
>>> x = X()
>>> x.o = o
>>> o.x = x
>>> wr = weakref.ref(x)
>>> del x, o
>>> import gc
>>> gc.collect()
0
>>> wr()
<__main__.X object at 0x9bb0dc4>