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py3k r86351,
======================================================================
FAIL: test_garbage_at_shutdown (__main__.GCTests)
----------------------------------------------------------------------
Traceback (most recent call last):
 File "./Lib/test/test_gc.py", line 500, in test_garbage_at_shutdown
 b"shutdown; use", stderr)
AssertionError: b'ResourceWarning: gc: 2 uncollectable objects at shutdown; use' not found in b''
----------------------------------------------------------------------
Ran 28 tests in 0.226s
FAILED (failures=1)
restoring automatic collection
Traceback (most recent call last):
 File "./Lib/test/test_gc.py", line 682, in <module>
 test_main()
 File "./Lib/test/test_gc.py", line 669, in test_main
 run_unittest(GCTests, GCTogglingTests)
 File "/Users/cartman/Sources/py3k/Lib/test/support.py", line 1141, in run_unittest
 _run_suite(suite)
 File "/Users/cartman/Sources/py3k/Lib/test/support.py", line 1124, in _run_suite
 raise TestFailed(err)
test.support.TestFailed: Traceback (most recent call last):
 File "./Lib/test/test_gc.py", line 500, in test_garbage_at_shutdown
 b"shutdown; use", stderr)
AssertionError: b'ResourceWarning: gc: 2 uncollectable objects at shutdown; use' not found in b''

For some reason, this starts happening with the Lib/tokenize.py change in r86346. Resource warnings don't get enabled by -Wd:
With r86345:
$ ./python -Wd -c "open('LICENSE')"
-c:1: ResourceWarning: unclosed file <_io.TextIOWrapper name='LICENSE' encoding='UTF-8'>
With r86346:
$ ./python -Wd -c "open('LICENSE')"
But enabling warnings programmatically still works:
$ ./python -c "import warnings; warnings.simplefilter('default'); open('LICENSE')"
-c:1: ResourceWarning: unclosed file <_io.TextIOWrapper name='LICENSE' encoding='UTF-8'>

Weirdly, this patch fixes the issue, but I'm unable to say why:
diff -r cd1de1ff2657 Lib/tokenize.py
--- a/Lib/tokenize.py Tue Nov 09 02:08:59 2010 +0100
+++ b/Lib/tokenize.py Tue Nov 09 17:16:21 2010 +0100
@@ -24,12 +24,12 @@ __author__ = 'Ka-Ping Yee <ping@lfw.org>
 __credits__ = ('GvR, ESR, Tim Peters, Thomas Wouters, Fred Drake, '
 'Skip Montanaro, Raymond Hettinger, Trent Nelson, '
 'Michael Foord')
+import io
 import re
 import sys
 from token import *
 from codecs import lookup, BOM_UTF8
 import collections
-from io import TextIOWrapper
 cookie_re = re.compile("coding[:=]\s*([-\w.]+)")
 
 import token
@@ -336,16 +336,14 @@ def detect_encoding(readline):
 return default, [first, second]
 
 
-_builtin_open = open
-
 def open(filename):
 """Open a file in read only mode using the encoding detected by
 detect_encoding().
 """
- buffer = _builtin_open(filename, 'rb')
+ buffer = io.open(filename, 'rb')
 encoding, lines = detect_encoding(buffer.readline)
 buffer.seek(0)
- text = TextIOWrapper(buffer, encoding, line_buffering=True)
+ text = io.TextIOWrapper(buffer, encoding, line_buffering=True)
 text.mode = 'r'
 return text

One observation is that when the -W option is used, the "warnings" module gets loaded very early and itself imports linecache which then imports tokenize. At this point, the standard IO streams have not been initialized (_io is imported later) and the builtin "open" may not exist at all. So when tokenize references "open", it is a NameError at that point (which explains why the "weird fix" above is actually correct).
As an additional annoyance, when importing Lib/warnings.py fails (for example if you sneak in a "1/0" at the beginning of the file), the exception gets silenced: the NameError above doesn't get printed.

Here is a patch. It moves warnings initialization after io initialization (the latter being arguably more critical than the former). Also adds two tests.

Oh, I also wrote a patch for the warnings error silently ignored: import_warnings_error.patch.

> Here is a patch. It moves warnings initialization after 
> io initialization (the latter being arguably more critical 
> than the former). Also adds two tests.
initstdio() and initmain() may emit warnings. Eg. issue #8766 (which now have a test in test_warnings).
It's possible to initialize warnings before initstdio() by rewriting more warnings functions in C (into _warnings). But I don't think that it would solve all issues: emit a warning may write text into stderr, and if stderr is not ready yet, it doesn't work anyway. So I'm ok to exchange initstdio() and warnings initialization: we may loose some warnings, but at least, the warnings machinery will be operational.
But Antoine, could you please add a comment to explain why warnings is initialized after initstdio()?

Committed in r86395 (3.x); I've only backported the tests to 2.7 and 3.1.