I created pull request bpo-29699 to fix this issue. It adds an additional exception handler to ignore FileNotFoundError for most of the try blocks that already handle OSError.

I decided not to add it to the initial os.open() call. This should provide the same semantics as the "rm -r" shell command. It will fail with FileNotFoundError when foo is missing, which is the same behavior as "rm -r foo" returning "rm: foo: No such file or directory" when foo is missing. Similarly, "rm -rf foo" always succeeds and is equivalent to setting "ignore_errors=true" in the shutil.rmtree() call.