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It would be cool if use could use with to manage shelf object and forget about close.

The docs for shelve(see: http://docs.python.org/dev/library/shelve.html#shelve.open) recommend using contextlib.closing for this purpose.

Oh, I haven't noticed that. Using contextlib.closing solves my problem. Thanks.

contextlib.closing is an adapter for using objects that have a close method but have not be modernized to be context managers by having _enter__ and __exit__ methods added. Its doc gives the example
with closing(urlopen('http://www.python.org')) as page:
This is now obsolete as the object returned is now a context manager.
A shelf instance would make a better example now, but...
I think it reasonable to update shelve.Shelf also. I believe
 def __enter__(self): return self
 def __exit__(self, e_typ, e_val, tb): self.close()
are all that are needed. (Nick, true?)

closing was solving my problem, but I'll be happy on working on this patch, if you think it's useful after all. I don't think the stage should be test needed, since the patch has tests (I know the drill here ;-)).

Filip, please describe why you prevent closing if writeback attribute is not present.
I see comment for __del__ related to #1339007, but at __exit__ call __enter__ has called already and __init__ has finished definitely with success.
Also I would to see reference to http://bugs.python.org/issue1339007 in __del__ comment to cleaner description of issue.

Crap, it was so long ago, that I honestly don't remember why I added this if. It made sense back then.

New changeset 3c1df1ede882 by Andrew Svetlov in branch 'default':
Issue #13896: Make shelf instances work with 'with' as context managers.
http://hg.python.org/cpython/rev/3c1df1ede882 

Committed. Thanks.
Please fill Python Contributor Agreement: http://www.python.org/psf/contrib/ 

The patch did not update the doc. See #17040, with proposed patch.