The problem can be found in many places in docs -- tipically, where 
there is a function/method with name identical to builtin name (or 
sometimes to another function/method within the same module -- see: 
#6575): links leads to te latter but should lead to the former.

One example -- open():

http://docs.python.org/library/shelve.html?
highlight=open#shelve.DbfilenameShelf
http://docs.python.org/library/shelve.html?highlight=open#example

http://docs.python.org/library/sunau.html?highlight=open#sunau.openfp
http://docs.python.org/library/sunau.html?highlight=open#au-read-objects
http://docs.python.org/library/sunau.html?highlight=open#au-write-
objects

http://docs.python.org/library/wave.html?highlight=open#wave.openfp
http://docs.python.org/library/wave.html?highlight=open#wave-read-
objects
http://docs.python.org/library/wave.html?highlight=open#wave-write-
objects

http://docs.python.org/library/io.html?highlight=open#module-interface
http://docs.python.org/library/io.html?highlight=open#io.open
http://docs.python.org/library/io.html?highlight=open#io.IOBase.readline

It's hard to find all such place by hand; probably it's a job for a 
script...