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posix_tmpfile() needs to be reworked such that tmpfile() isn't used if 
MS_WINDOWS is defined, as it requires administrative privileges to run 
(it creates the file in the root directory) on Vista/2k8 (although 
there are reports of this not working on XP w/ 2.5: 
http://www.thescripts.com/forum/thread600423.html).
The recommended approach in MSDN is to use, quote, "tmpname or tempnam 
in conjunction with fopen": http://msdn2.microsoft.com/en-
us/library/x8x7sakw(VS.80).aspx
Assuming no one beats me to it, I'll look at creating a patch in the 
next day or two when I get some spare time.

Side note:
I've removed the methods from Python 3.0 about half a year ago. Code
should use the tempfile module anyway. Does any of the Python 2.6 stdlib
code use an os.tmp* method?

According to grep, the only place where os.tmp* is referenced is in test_os.

With Chris and Ben's comments taken into account, what's the best way to
handle this?
1. Change the test: if the user is not admin, assert os.tmpfile()
returns a permission denied OSError, otherwise, assert return value is
a current file.
2. Alter posix_tmpfile() to warn the user of the situation if the call
fails and we're on Windows:
Index: posixmodule.c
===================================================================
--- posixmodule.c (revision 61233)
+++ posixmodule.c (working copy)
@@ -7029,8 +7029,15 @@
 FILE *fp;
 fp = tmpfile();
- if (fp == NULL)
+ if (fp == NULL) {
+#ifdef MS_WINDOWS
+ PyErr_Warn(PyExc_RuntimeWarning,
+ "tmpfile creates a file in the root directory and " \
+ "requires administrative privileges, consider using " \
+ "tempfile.mkstemp() instead");
+#endif
 return posix_error();
+ }
 return PyFile_FromFile(fp, "<tmpfile>", "w+b", fclose);
 }
 #endif
3. Alter posix_tmpfile() to use _tempnam() on Windows instead, such
admin privileges are no longer required. (Possibly adding a similar
warning that tempfile.mkstemp should be used instead though, as above?)

> With Chris and Ben's comments taken into account, what's the best way to
> handle this?
I think, given that is being removed, we can safely go with option 1.

I agree. Following patch fixes the issue for me:
Index: test_os.py
===================================================================
--- test_os.py (revision 61260)
+++ test_os.py (working copy)
@@ -65,6 +65,44 @@
 def test_tmpfile(self):
 if not hasattr(os, "tmpfile"):
 return
+ # As with test_tmpnam() below, the Windows implementation of 
tmpfile()
+ # attempts to create a file in the root directory of the 
current drive.
+ # On Vista and Server 2008, this test will always fail for 
normal users
+ # as writing to the root directory requires elevated 
privileges. With
+ # XP and below, the semantics of tmpfile() are the same, but 
the user
+ # running the test is more likely to have administrative 
privileges on
+ # their account already. If that's the case, then os.tmpfile
() should
+ # work. In order to make this test as useful as possible, 
rather than
+ # trying to detect Windows versions or whether or not the user 
has the
+ # right permissions, just try and create a file in the root 
directory
+ # and see if it raises a 'Permission denied' OSError. If it 
does, then
+ # test that a subsequent call to os.tmpfile() raises the same 
error. If
+ # it doesn't, assume we're on XP or below and the user running 
the test
+ # has administrative privileges, and proceed with the test as 
normal.
+ if sys.platform == 'win32':
+ name = '\\python_test_os_test_tmpfile.txt'
+ if os.path.exists(name):
+ os.remove(name)
+ try:
+ fp = open(name, 'w')
+ except IOError, first:
+ # open() failed, assert tmpfile() fails in the same 
way.
+ # Although open() raises an IOError and os.tmpfile() 
raises an
+ # OSError(), 'args' will be (12, 'Permission denied') 
in both
+ # cases.
+ try:
+ fp = os.tmpfile()
+ except OSError, second:
+ self.assertEqual(first.args, second.args)
+ else:
+ self.fail("expected os.tmpfile() to raise OSError")
+ return
+ else:
+ # open() worked, therefore, tmpfile() should work. 
Close our
+ # dummy file and proceed with the test as normal.
+ fp.close()
+ os.remove(name)
+
 fp = os.tmpfile()
 fp.write("foobar")
 fp.seek(0,0)

Er, errno being referred to in a comment in that last patch should be
13, not 12.

Tested patch against: http://svn.python.org/projects/python/trunk @ 61260
OS Name: Microsoft Windows XP Professional
OS Version: 5.1.2600 Service Pack 2 Build 260
rt test_os
Deleting .pyc/.pyo files ...
(57, '.pyc deleted,', 0, '.pyo deleted')
python -E -tt ../lib/test/regrtest.py test_os
test_os
1 test OK.

Thanks for the patch. Committed as r61264 and r61266.