The library documentation (http://docs.python.org/library/os.html) states:

"""
os.EX_NOTFOUND
Exit code that means something like “an entry was not found”.

Availability: Unix.

New in version 2.3.
"""

However, on both my Linux and OS X installs of OS X this happens:

python
Python 2.6.2 (r262:71600, Oct 24 2009, 03:15:21) 
[GCC 4.4.1 [gcc-4_4-branch revision 150839]] on linux2
Type "help", "copyright", "credits" or "license" for more information.
im>>> import os
>>> os.EX_NOTFOUND
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
AttributeError: 'module' object has no attribute 'EX_NOTFOUND'
>>> 


Unfortunately I don't have another Python version available to test with at the moment so I'm not sure if this affects other versions as well.