I think that I catched the problem:
http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=379447

_curses.so should be linked to libncursesw.so.5 and not 
libncurses.so.5. I tested on Hardy and I doesn't work because 
_curses.so was linked to libncurses.so.5.

Few commands...
 sudo apt-get install libncursesw5-dev
 make clean
 make

and it works ;-) Possible workaround: reject non-unicode ncurses 
library in setup.py. The ugly patch:

Index: setup.py
===================================================================
--- setup.py    (révision 67973)
+++ setup.py    (copie de travail)
@@ -848,23 +848,6 @@
             panel_library = 'panelw'
             exts.append( Extension('_curses', ['_cursesmodule.c'],
                                    libraries = curses_libs) )
-        elif (self.compiler.find_library_file(lib_dirs, 'ncurses')):
-            curses_libs = ['ncurses']
-            exts.append( Extension('_curses', ['_cursesmodule.c'],
-                                   libraries = curses_libs) )
-        elif (self.compiler.find_library_file(lib_dirs, 'curses')
-              and platform != 'darwin'):
-                # OSX has an old Berkeley curses, not good enough for
-                # the _curses module.
-            if 
(self.compiler.find_library_file(lib_dirs, 'terminfo')):
-                curses_libs = ['curses', 'terminfo']
-            elif 
(self.compiler.find_library_file(lib_dirs, 'termcap')):
-                curses_libs = ['curses', 'termcap']
-            else:
-                curses_libs = ['curses']
-
-            exts.append( Extension('_curses', ['_cursesmodule.c'],
-                                   libraries = curses_libs) )
         else:
             missing.append('_curses')

Ugly because it may break the curses module compilation on many OS 
(BSD and Solaris?).