During the construction of a ZipFile object, a 
file is opened and assigned to self.fp.

If anything goes wrong, i.e. the file is not a zipfile,
it is not closed explicitly.  

On Windows, this does not work:

import zipfile, os

filename="test.zip" # it's a broken one
try:
  zf=zipfile.ZipFile(filename)
  zf.close()
finally:
  os.unlink(zipfile)

=> OSError: [errno 13] Permission denied "test.zip"

(on Unix, the file stays open too, but unlink doesn't
fail)