Since bpo-34279 has been fixed, regrtest now logs a message when a test runs no test. I noticed that test_future4 logs such message:

...
0:05:23 load avg: 0.56 [152/412] test_future4
0:05:24 load avg: 0.56 [153/412] test_future5 -- test_future4 run no tests
...
2 tests run no tests:
test_dtrace test_future4

I can reproduce the issue:

$ ./python -m test test_future4
(...)
test_future4 run no tests
(...)
Tests result: NO TEST RUN

The test has been added by:
commit 62e2c7e
Author: Jeremy Hylton <jeremy@alum.mit.edu>
Date: Wed Feb 28 17:48:06 2001 +0000

Add regression test for future statements.  This adds eight files, but
seven are not tests in their own right; these files are mentioned in
regrtest.

diff --git a/Lib/test/test_future4.py b/Lib/test/test_future4.py
new file mode 100644
index 0000000000..805263be89
--- /dev/null
+++ b/Lib/test/test_future4.py
@@ -0,0 +1,10 @@
+"""This is a test"""
+import __future__
+from __future__ import nested_scopes
+
+def f(x):
+    def g(y):
+        return x + y
+    return g
+
+print f(2)(4)

... test removed by commit 3090694.

A file recreated by:

commit fa50bad
Author: Christian Heimes <christian@cheimes.de>
Date: Wed Mar 26 22:55:31 2008 +0000

I forgot to svn add the future test

... I guess that it's related to:

commit 3c60833
Author: Christian Heimes <christian@cheimes.de>
Date: Wed Mar 26 22:01:37 2008 +0000

Patch bpo-2477: Added from __future__ import unicode_literals

The new PyParser_*Ex() functions are based on Neal's suggestion and initial patch. The new __future__ feature makes all '' and r'' unicode strings. b'' and br'' stay (byte) strings.

(Other candidates: commit 342212c and commit 7f23d86.)

There are a few more on Windows:

4 tests run no tests:
test_dtrace test_future4 test_multiprocessing_fork
test_multiprocessing_forkserver

test_multiprocessing_fork and test_multiprocessing_forkserver should raise SkipTest on Windows.

New changeset a932d0b by Pablo Galindo in branch 'master':
bpo-35412: Skip test_multiprocessing_fork and test_multiprocessing_forkserver on Windows (GH-11086)
a932d0b

New changeset d55a896 by Miss Islington (bot) in branch '3.7':
bpo-35412: Skip test_multiprocessing_fork and test_multiprocessing_forkserver on Windows (GH-11086)
d55a896

New changeset 9756876 by Miss Islington (bot) in branch '3.6':
bpo-35412: Skip test_multiprocessing_fork and test_multiprocessing_forkserver on Windows (GH-11086)
9756876

New changeset 502fe19 by Victor Stinner in branch 'master':
bpo-35412: Add testcase to test_future4 (GH-11131)
502fe19

New changeset 3a8f4fe by Victor Stinner in branch 'master':
bpo-34279: regrtest consider that skipped tests are ran (GH-11132)
3a8f4fe

New changeset 5f252e1 by Miss Islington (bot) in branch '3.7':
bpo-34279: regrtest consider that skipped tests are ran (GH-11132)
5f252e1

New changeset 34b7c43 by Victor Stinner in branch '2.7':
bpo-34279: regrtest consider that skipped tests are ran (GH-11132) (GH-11158)
34b7c43

New changeset 2d91a13 by Victor Stinner (Miss Islington (bot)) in branch '3.7':
bpo-35412: Add testcase to test_future4 (GH-11131) (GH-11183)
2d91a13