The code

import itertools
it = itertools.chain.from_iterable((f() for f in [lambda: it]))
list(it)

definitely segfaults on Python 2.6, 2.7, 3.3, and 3.4, and probably segfaults on other versions as well. The code is clearly incorrect in that the lambda references the variable being defined, but it seems like it should raise an error instead of segfaulting.