As the attached example Python script explains, the winsound.SND_NOWAIT flag doesn't do anything, at least not on modern Windows platforms.

The updated MSDN documentation for PlaySound() states that SND_NOWAIT is not supported (it is ignored).
Link: http://msdn.microsoft.com/en-us/library/windows/desktop/dd743680%28v=vs.85%29.aspx

Assuming that the flag is supported on older Windows versions, I propose that the Python documentation is updated to state the same thing for SND_NOWAIT that it states for the SND_PURGE flag, which is the following:
"Note: This flag is not supported on modern Windows platforms."

Even though it might be that SND_NOWAIT was in fact never supported on any Windows version, the proposed change is at least better than not doing anything about it.