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Coincidentally this issue came up in a thread in
comp.lang.python just now.  See tim one's reply at
1111815188.1799.python-list%40python.org">http://groups.google.ca/groups?selm=mailman.884.1111815188.1799.python-list%40python.org
which indicates that "it's simply not possible for Ctrl+C to
interrupt a mutex acquire".

A workaround is to be sure to call join() with a timeout
value, inside a loop if you absolutely need an indefinite
timeout, but that won't necessarily work because of a
different problem which I just reported as bug 1171023. 
There's a workaround for that problem too though, provided
you can subclass threading.Thread: provide your own join()
which wraps the builtin one and which attempts to release
the lock safely.  I'll attach an example if I can figure out
how... there's no option to do so on this particular page in
Sourceforge. :-(