Take this program:

8< -----------------------------------------------
print "START"

a = [
        1
        for i in range(10)]
8< -----------------------------------------------

as "a.py", run "python -m pdb a.py", say "b 3" to set a breakpoint on
line 3. Say "c" to start execution. Watch the program finish without
ever hitting the breakpoint.

The problem is that line 3 has no bytecode generated for it, so there's
nothing to break on. Pdb should provide feedback in this case. I'm the
author of PuDB, and I've written code to check for this condition Please
feel free to steal that code, here:

http://is.gd/19fvD