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I just had this too.  Ctrl-C in a raw_input() caused it to
crash with a KeyboardInterrupt associated with the raw_input
line... which would be fine were it not for the fact that
that line was inside a try...except KeyboardInterrupt: pass
(at top level).

Running the same code again behaves properly (exits
silently).  The relevant section of the code was:
try:
    while 1:
        print ">>",
        x = raw_input()
        #...

except KeyboardInterrupt: pass # ctrl-c
except EOFError: pass # ctrl-d/ctrl-z

I'd had the window open for a long time while doing other
things and then woke it with ctrl-C, so it may well be a
"what happens when python is paged out/slow to respond" thing.

This was "Python 2.3 (#46, Jul 29 2003, 18:54:32) [MSC
v.1200 32 bit (Intel)] on win32" (Win2k)