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Creating a function using functools.partial results in a function which
cannot be pickled.
Attached is a small testcase.

You are using an old protocol version
pickle.dumps(partial_f,2)
does the trick:
>>> pickle.dumps(partial_f,2)
'\x80\x02cfunctools\npartial\nq\x00)\x81q\x01}q\x02b.'

It seems using protocol version 2 is not enough:
>>> s = pickle.dumps(partial_f, 2)
>>> f = pickle.loads(s)
Traceback (most recent call last):
...
TypeError: type 'partial' takes at least one argument
Am I missing something?

I agree that this a bug. However, the liberal functools.partial
constructor makes it hard to pickle partial instances correctly.
Ideally, we would add the __getnewargs__ special method and be done with
it. But, this won't work in this case due to the *args and **kwargs
arguments of partial. Since pickle supports neither, we would need to
use apply(), which going to be removed in Python 3.0, as follow:
>>> import pickletools
>>>
pickletools.dis("c__builtin__\napply\n(cfunctools\npartial\n(c__main__\nf\nt(S'b'\nK\x01dtR.")
 0: c GLOBAL '__builtin__ apply'
 19: ( MARK
 20: c GLOBAL 'functools partial'
 39: ( MARK
 40: c GLOBAL '__main__ f'
 52: t TUPLE (MARK at 39)
 53: ( MARK
 54: S STRING 'b'
 59: K BININT1 1
 61: d DICT (MARK at 53)
 62: t TUPLE (MARK at 19)
 63: R REDUCE
 64: . STOP
Unfortunately, pickle.Pickler cannot generate a such pickle stream. So
this bug is symptom of the bigger issue that classes with *args and/or
**kwargs argument cannot be made picklable.

It seems fixed on trunk.
It is fixed on Python 3.1 and 3.2, too.
With Python 2.6 I see the error:
>>> ./python partial_bug.py
TypeError: can't pickle partial objects
Documentation for "trunk" and "py3k" is OK?

Indeed. Jack Diederich added support for pickling partial functions in
r70931.