The webpage

    http://msdn.microsoft.com/en-us/library/aa273350(v=vs.60).aspx

describes the sopen() function which is like open() but has an extra shflag parameter for specifying the sharing allowed.

If sopen() and the associated constants SH_DENYRD, SH_DENYWR, SH_DENYRW and SH_DENYNO were exposed in the os module, then maybe tempfile could use os.sopen() on Windows instead of os.open() to allow the file to be reopened without closing.