Attached a new patch that improves the following things:
* added some tests;
* the code in the previous message is now handled correctly;
* the patch now raises a proper SyntaxWarning;

There are still several problems though:
* it doesn't work for the global namespace.  Is there a way to know if we are inside a function or not?
* the patch leaks, and I couldn't figure out where the leak is;
* I tried to include the name of the variable in the warning, but:
  - PyErr_WarnExplicit wants a const char* as msg and doesn't support formatting;
  - It doesn't seem possible to use other PyErr_Warn* functions here;
  - Using PyUnicode_FromFormat() works, but then I don't know how to convert the result to const char* (I used PyObject_REPR(), but that is probably wrong; PyUnicode_AS_DATA() might work but is deprecated; the PyUnicode_nBYTE_DATA() functions return a Py_UCSn*);
* more testcases are needed


While compiling I got this warning:
./setup.py:330: SyntaxWarning: "name 'why' is already defined but implicitly deleted after end of except clause"
  except ImportError as why:

This comes from a code like:
try: foo()
except Exception as why: pass
try: bar()
except Exception as why: pass

and in this case there shouldn't be any warning. A possible way to fix this is to keep a "whitelist" of locals that are first defined as an except target, but then it will still break if there's a `why = ...` between the two try/except and it's starting to get too complicated...