> Condition.wait_for_any() would create a single inner lock and add it 
> to the _waiters list for each of the condition variables

Now I see your point!
Could it also have one (optional) argument so I can provide this lock myself? 

>    while <expr>:
>        cond.wait()
> This allows the woken thread to check whether it is really supposed
> to continue --

Yes, I use that, but sometimes I have the thread just waiting for cleanup time and there's no need to check a condition. This is one my use cases though... You may want it to be more generic.