It was a bit more subtle. I think like this:

def f():
    with some_lock:
        yield 0
        yield 1

def g():
    with another_lock:
        it = f()
        for i in it:
            raise

We determined that another_lock was freed *before* some_lock.  This is because the local variable 'it' keeps the generator object returned by f() alive until after the with-block in g() has released another_lock.

I think this does not strictly require f to be a generator -- it's any kind of closable resource that only gets closed by its destructor.

The solution is to add a try/finally that calls it.close() before leaving the with-block in g().

Hope this helps.