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There are some differences between win32 and other os socket implementations. One specific I found is that in windows, non-blocking socket apis will return WSAEWOULDBLOCK or 10035 instead of EWOULDBLOCK.
This causes recv() in asyncore.dispatcher to raise an unhandled exception instead of continuing gracefully.
The fix could maybe be as simple as replacing line 384 in asyncore.py:
 data = self.socket.recv(buffer_size)
with
 try:
 data = self.socket.recv(buffer_size)
 except socket.error as e:
 if 10035 == e.errno:
 pass
 else:
 raise e
The differences between windows and unix non-blocking sockets are summarized quite nice here: http://itamarst.org/writings/win32sockets.html
The original documentation from microsoft can be found here: http://msdn.microsoft.com/en-us/library/windows/desktop/ms740668(v=vs.85).aspx 

This issue looks like a duplicate of the issue #16133.

It doesn't look like the fix for issue #16133 fixed this problem, or perhaps it only fixed it for asynchat but not asyncore.
I have attached a patch (against python 2, since this is where I needed it fixed). The patch treats WSA flavors of all errno values in the same way that the non-WSA flavors were treated before.
It is the intent that no direct references to errno values persist after applying this patch. The patch fixed my particular issue, but I certainly haven't tested every new error condition.

I reopen the issue since David Vitek proposed a patch.