This is observed on Windows XP; I don't know if it affects other platforms.

Trying to import sqlite3 gives this error:
>>> import sqlite3

Traceback (most recent call last):
  File "<pyshell#1>", line 1, in <module>
    import sqlite3
  File "C:\Python26\Lib\sqlite3\__init__.py", line 24, in <module>
    from dbapi2 import *
  File "C:\Python26\lib\sqlite3\dbapi2.py", line 27, in <module>
    from _sqlite3 import *
ImportError: DLL load failed: The specified module could not be found.

A look at the dependencies for _sqlite3.pyd shows that it's trying to
link to a file called sqlite3.pyd, which doesn't exist.  Renaming
sqlite3.dll to sqlite3.pyd doesn't work either, because then "import
sqlite3" causes Python to try to import that file as a Python module
(instead of C:\Python26\Lib\sqlite3\__init__.py).

In Python 2.5.2, the _sqlite3.pyd module correctly links to sqlite3.dll.

If there's already an issue regarding this I couldn't find it.