Python implementation of pickle still raises PicklingError. Seems this was not intentional change.

>>> pickle._dumps(func()())
Traceback (most recent call last):
  File "/home/serhiy/py/cpython/Lib/pickle.py", line 918, in save_global
    obj2, parent = _getattribute(module, name)
  File "/home/serhiy/py/cpython/Lib/pickle.py", line 266, in _getattribute
    .format(name, obj))
AttributeError: Can't get local attribute 'func.<locals>.C' on <function func at 0xb7118d1c>

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/home/serhiy/py/cpython/Lib/pickle.py", line 1544, in _dumps
    _Pickler(f, protocol, fix_imports=fix_imports).dump(obj)
  File "/home/serhiy/py/cpython/Lib/pickle.py", line 409, in dump
    self.save(obj)
  File "/home/serhiy/py/cpython/Lib/pickle.py", line 521, in save
    self.save_reduce(obj=obj, *rv)
  File "/home/serhiy/py/cpython/Lib/pickle.py", line 605, in save_reduce
    save(cls)
  File "/home/serhiy/py/cpython/Lib/pickle.py", line 476, in save
    f(self, obj) # Call unbound method with explicit self
  File "/home/serhiy/py/cpython/Lib/pickle.py", line 978, in save_type
    return self.save_global(obj)
  File "/home/serhiy/py/cpython/Lib/pickle.py", line 922, in save_global
    (obj, module_name, name))
_pickle.PicklingError: Can't pickle <class '__main__.func.<locals>.C'>: it's not found as __main__.func.<locals>.C