Py2.4 and 2.5 (and probably other 2.x releases too):
>>> try: f=open('existing_dir')
... except IOError, exc: print exc.filename
...
None
(expected result: "existing_dir")

Py3.0 (and possibly 3.1 too):
>>> try: f=open('existing_dir')
... except IOError as exc: print(exc.filename)
...
None
(expected result: "existing_dir")

But no problems with:
open('existing_dir', 'w')
=> exc.filename=='existing_dir'
open('not_existing_file') 
=> exc.filename=='not_existing_file'

Guess:
It may be similar to issue #599163

Platform/system info:
[GCC 4.1.2 (Gentoo 4.1.2 p1.0.2)] on linux2
Linux 2.6.25-gentoo-r9 i686 Intel(R) Pentium(R) 4 CPU 2.40GHz
* Py2.4 == Python 2.4.4 (#1, Oct  7 2008, 13:16:18)
* Py2.5 == Python 2.5.2 (r252:60911, Sep 15 2008, 12:11:51)
* Py3.0 == Python 3.0 (r30:67503, Dec 29 2008, 01:15:48)