Unable to pickle classes used in the InteractiveConsole. The code attached works in python 2.5 and fails on python 3.1.2.

Yes, the problem is observed in py3k. Pickle module when used via Interactive console is trying to import the class as __console__.ClassName and it is failing to see the __console__ module.

_pickle.PicklingError: Can't pickle <class '__console__.Example'>: import of module '__console__' failed

One easy fix for this would be to make InteractiveConsole use the string "__main__" instead of "__console__". But other than that, I don't think we can fix this within pickle.

Bug stills on branch 
http://svn.python.org/projects/python/branches/py3k 
branch http://svn.python.org/projects/python/branches/release27-maint is OK

doing some gdb on 3.2, I have discovered that the problem occurs when trying to dump global Example from module __console__ on py3k/Modules/_pickle.c:save_global:2536

Python 2.7 never calls save_global (why?)

in annex: an update test

preliminary gdb backtrace

Well, this is a pickle problem or a Interactive console problem?

on python 2.7 does not save a type "type" (like Example class is)
2: type->tp_name = 0x58a87c "instance"
2: type->tp_name = 0x590391 "dict"
2: type->tp_name = 0x5943b6 "str"
2: type->tp_name = 0x5943b6 "str"

on python 3.2 does and when saving a type, it tries to save a global.

I'd suggest this is an issue in the doc for the InteractiveInterpreter class. 

Try locals=global() and your problem goes away.  (namespace == __main__)...