In the attached demo I create a graph of 250 nodes, all of which are
connected to every other node, and this is represented by a set
attribute of the Node objects.

When I try to pickle this graph, it fails in various ways. In regular
pickle it is always a "maximum recursion depth exceeded" error. In
cPickle it is either a KeyError or a silent termination of the process.
(As tested on Windows XP 32 bits.) It depends on the size of the graph.
For smaller graphs (say 100 nodes) it works fine.

If connections are described using a dictionary or even a list, I get
the same errors.