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In Python 3.2, if you write several values to a file with multiple calls to marshal.dump(), and then try to read them back, the first marshal.load() returns the first value, but reads to the end of the file, so subsequent calls to marshal.load() raise an EOFError.
E.g.:
 import marshal
 f = open("test", "wb")
 marshal.dump(("hello", 1), f)
 marshal.dump(("there", 2), f)
 marshal.dump(("friend", 3), f)
 f.close()
 f = open("test", "rb")
 print(marshal.load(f)) # ('hello', 1)
 print(marshal.load(f)) # ERROR
This page seems to indicate this was also a bug in Python 3.1: http://www.velocityreviews.com/forums/t728526-python-3-1-2-and-marshal.html 

You are correct.
I got:
Python 3.1.2 (release31-maint, Dec 9 2011, 20:50:50) 
[GCC 4.4.5] on linux2
Type "help", "copyright", "credits" or "license" for more information.
>>> import marshall
Traceback (most recent call last):
 File "<stdin>", line 1, in <module>
ImportError: No module named marshall
>>> import marshal
>>> f = open("test", "wb")
>>> marshal.dump(("hello", 1), f)
20
>>> marshal.dump(("there", 2), f)
20
>>> marshal.dump(("friend", 3), f)
21
>>> f.close()
>>> f = open("test", "rb")
>>> print(marshal.load(f))
('hello', 1)
>>> print(marshal.load(f))
Traceback (most recent call last):
 File "<stdin>", line 1, in <module>
EOFError: EOF read where object expected
>>>

The previous test was on linux mint 10 (Julia) with python 3.1.2
here is the same test on windows XP with python 3.2.2
Python 3.2.2 (default, Sep 4 2011, 09:51:08) [MSC v.1500 32 bit (Intel)] on win32
Type "copyright", "credits" or "license()" for more information.
>>> import marshal
>>> f = open('t', 'wb')
>>> marshal.dump(('skd', 1), f)
18
>>> marshal.dump(('slkd', 2), f)
19
>>> marshal.dump('lkdss', 3), f)
SyntaxError: invalid syntax
>>> marshal.dump(('lskda', 3), f)
20
>>> f.close()
>>> f = open('t', 'rb')
>>> print(marshal.load(f))
('skd', 1)
>>> print(marshal.load(f))
('slkd', 2)
>>> print(marshal.load(f))
('lskda', 3)
>>> print(marshal.load(f))
Traceback (most recent call last):
 File "<pyshell#11>", line 1, in <module>
 print(marshal.load(f))
EOFError: EOF read where object expected
>>> 
As you can see, this problem appearently does not apply to 3.2.2

This is a duplicate of issue 12291. 3.1 is in security-fix only mode.