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Here's a small program that crashes Python 3.
import winreg
winreg.SetValueEx(winreg.HKEY_CURRENT_USER, 'Value', 0, 3, None)
I get a 0xC0000374 exception (STATUS_HEAP_CORRUPTION) when trying to run this. Here's a stack dump:
(snip)
ntdll.dll!RtlpLogHeapFailure+0xa4
ntdll.dll! ?? ::FNODOBFM::`string'+0x10c7c
kernel32.dll!HeapFree+0xa
MSVCR100.dll!free+0x1c
python34.dll!PySetValueEx+0xf8
python34.dll!PyCFunction_Call+0x12d
python34.dll!call_function+0x2ab
python34.dll!PyEval_EvalFrameEx+0x2259
python34.dll!PyEval_EvalCodeEx+0x65c
python34.dll!PyEval_EvalCode+0x2e
python34.dll!builtin_exec+0x1b5
python34.dll!PyCFunction_Call+0x12d
python34.dll!call_function+0x2ab
python34.dll!PyEval_EvalFrameEx+0x2259
python34.dll!PyEval_EvalCodeEx+0x65c
python34.dll!function_call+0x15d
python34.dll!PyObject_Call+0x61
python34.dll!ext_do_call+0x2ab
python34.dll!PyEval_EvalFrameEx+0x22fe
python34.dll!PyEval_EvalCodeEx+0x65c
python34.dll!fast_function+0x14d
python34.dll!call_function+0x311
python34.dll!PyEval_EvalFrameEx+0x2259
python34.dll!PyEval_EvalCodeEx+0x65c
python34.dll!PyEval_EvalCode+0x2e
python34.dll!run_mod+0x53
python34.dll!PyRun_StringFlags+0x9c
python34.dll!PyRun_SimpleStringFlags+0x41
python34.dll!run_command+0x55
python34.dll!Py_Main+0x683
pythonw.exe!__tmainCRTStartup+0x166
kernel32.dll!BaseThreadInitThunk+0xd
ntdll.dll!RtlUserThreadStart+0x1d
System is Windows 7 64-bit, with stock x86-64 Python 3.4.0 binaries.
Incidentally, I was feeding the 'None' to winreg.SetValueEx because that is the value that winreg.EnumValue returns for zero-length binary values. This is somewhat unexpected; I'd personally prefer to get b'' in that instance.

In Py2Reg, the REG_BINARY (3) case sets `*retDataSize = 0` when the value is None: 
http://hg.python.org/cpython/file/04f714765c13/PC/winreg.c#l766
It doesn't modify *retDataBuf. Then in PySetValueEx, PyMem_DEL is called for the uninitialized address in data:
http://hg.python.org/cpython/file/04f714765c13/PC/winreg.c#l1566
Py2Reg in this case could also set `*retDataBuf = NULL`. RegSetValueEx allows lpData to be NULL when cbData is 0. 
http://msdn.microsoft.com/en-us/library/ms724923 

Here's a simple patch with a test. Oddly, the test doesn't fail before the fix is applied when run with rt.bat, but fails when run directly.

Patch works on my end.

Hi. You have some trailing whitespaces in the test file (run make patchcheck or python ../Tools/scripts/patchcheck.py). Except that, looks good to me.

New changeset f2e6c33ce3e9 by Zachary Ware in branch '2.7':
Issue #21151: Fixed a segfault in the _winreg module.
http://hg.python.org/cpython/rev/f2e6c33ce3e9
New changeset 0c5a1835af91 by Zachary Ware in branch '3.4':
Issue #21151: Fixed a segfault in the winreg module.
http://hg.python.org/cpython/rev/0c5a1835af91
New changeset 21cfbcacf0d8 by Zachary Ware in branch 'default':
Closes #21151: Merge with 3.4
http://hg.python.org/cpython/rev/21cfbcacf0d8 

Thanks to Dave for the report, eryksun for the suggestion, and John for the patch!
I'm not sure why the test case doesn't fail on a regular test run on Python 3; it looks like BYTE *data starts out as NULL when Python is not in interactive mode, which makes no sense to me. The test case does crash on unpatched 2.7, though, so it's a legitimate test in my view.