Interesting, Python 3.0 behaves differently than Python 2.x. Nice catch! :)

Python 3.0rc2 (r30rc2:67177, Nov 10 2008, 12:12:09)
[GCC 4.2.4 (Ubuntu 4.2.4-1ubuntu3)] on linux2
Type "help", "copyright", "credits" or "license" for more information.
>>> nan = float("nan")
>>> nan is nan
True
>>> nan == nan
False
>>> lst = [nan]
>>> lst is lst
True
>>> lst == lst
False

Python 2.6 (r26:66714, Oct  2 2008, 16:17:49)
[GCC 4.2.3 (Ubuntu 4.2.3-2ubuntu7)] on linux2
Type "help", "copyright", "credits" or "license" for more information.
>>> nan = float("nan")
>>> lst = [nan]
>>> lst == lst
True
>>> lst is lst
True