Hi,

The documentation says:
"""
If the finally clause raises another exception (...) the saved exception is lost. 
"""

This does not appear to be true. 
In the example below the backtrace shows both exceptions.

>>> import math
>>> try:
...   1/0
... finally:
...   math.sqrt(-1)
... 
Traceback (most recent call last):
  File "<stdin>", line 2, in <module>
ZeroDivisionError: division by zero

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "<stdin>", line 4, in <module>
ValueError: math domain error

Cheers,

Siniša

Link to the documentation:
http://docs.python.org/py3k/reference/compound_stmts.html#id2

New changeset c39fbb24b3f4 by Benjamin Peterson in branch '3.2':
exception support is correct now (closes #13705)
http://hg.python.org/cpython/rev/c39fbb24b3f4