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There was this failure on one of the XP buildbots:
Process Process-269:
Traceback (most recent call last):
 File "D:\cygwin\home\db3l\buildarea3円.x.bolen-windows\build\lib\multiprocessing\process.py", line 258, in _bootstrap
 self.run()
 File "D:\cygwin\home\db3l\buildarea3円.x.bolen-windows\build\lib\multiprocessing\process.py", line 95, in run
 self._target(*self._args, **self._kwargs)
 File "D:\cygwin\home\db3l\buildarea3円.x.bolen-windows\build\lib\test\test_multiprocessing.py", line 1980, in _listener
 new_conn = l.accept()
 File "D:\cygwin\home\db3l\buildarea3円.x.bolen-windows\build\lib\multiprocessing\connection.py", line 444, in accept
 c = self._listener.accept()
 File "D:\cygwin\home\db3l\buildarea3円.x.bolen-windows\build\lib\multiprocessing\connection.py", line 624, in accept
 ov = _winapi.ConnectNamedPipe(handle, overlapped=True)
BrokenPipeError: [Error 232] The pipe is being closed
======================================================================
ERROR: test_pickling (test.test_multiprocessing.WithProcessesTestPicklingConnections)
----------------------------------------------------------------------
Traceback (most recent call last):
 File "D:\cygwin\home\db3l\buildarea3円.x.bolen-windows\build\lib\multiprocessing\connection.py", line 308, in _recv_bytes
 nread, err = ov.GetOverlappedResult(True)
BrokenPipeError: [Error 109] The pipe has been ended
During handling of the above exception, another exception occurred:
Traceback (most recent call last):
 File "D:\cygwin\home\db3l\buildarea3円.x.bolen-windows\build\lib\test\test_multiprocessing.py", line 2030, in test_pickling
 new_conn = lconn.recv()
 File "D:\cygwin\home\db3l\buildarea3円.x.bolen-windows\build\lib\multiprocessing\connection.py", line 252, in recv
 buf = self._recv_bytes()
 File "D:\cygwin\home\db3l\buildarea3円.x.bolen-windows\build\lib\multiprocessing\connection.py", line 317, in _recv_bytes
 raise EOFError
EOFError
(http://www.python.org/dev/buildbot/all/builders/x86%20XP-4%203.x/builds/6534/steps/test/logs/stdio)

The documentation page for ConnectNamedPipe (http://msdn.microsoft.com/en-us/library/windows/desktop/aa365146(v=vs.85).aspx) has a "community addition" which says that ConnectNamedPipe will appear to fail with ERROR_NO_DATA (232) if a client has previously connected, written some data and disconnected.
That seems to be what is happening. For example
 Python 2.7.2 (default, Jun 12 2011, 15:08:59) [MSC v.1500 32 bit (Intel)] on win32
 Type "help", "copyright", "credits" or "license" for more information.
 >>> import multiprocessing.connection as con
 >>> l = con.Listener()
 >>> c = con.Client(l.address)
 >>> c.send("hello")
 >>> c.close()
 >>> l.accept()
 Traceback (most recent call last):
 File "<stdin>", line 1, in <module>
 File "c:\Python27\lib\multiprocessing\connection.py", line 145, in accept
 c = self._listener.accept()
 File "c:\Python27\lib\multiprocessing\connection.py", line 345, in accept
 win32.ConnectNamedPipe(handle, win32.NULL)
 WindowsError: [Error 232] The pipe is being closed
I will look in to it. The community addition says to just treat ERROR_NO_DATA as success.

New changeset 44f078ea05f3 by Richard Oudkerk in branch 'default':
Fix for Issue 14725 for 3.3 branch.
http://hg.python.org/cpython/rev/44f078ea05f3 

New changeset 35ef949e85d7 by Richard Oudkerk in branch '2.7':
Fix for issue 14725 for 2.7 branch
http://hg.python.org/cpython/rev/35ef949e85d7
New changeset afab4d14d5e7 by Richard Oudkerk in branch '3.2':
Fix for issue 14725 for 3.2 branch
http://hg.python.org/cpython/rev/afab4d14d5e7