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I'm not sure this is a bug since the docs says raising OSError is allowed, but it looks weird to me.
On Windows.
Using Python 3.4:
>>> datetime.datetime.fromtimestamp(0)
datetime.datetime(1970, 1, 1, 1, 0)
Using Python 3.6.1:
>>> datetime.datetime.fromtimestamp(0)
OSError: [Errno 22] Invalid argument
The first time stamp which works with 3.6 is 86400, so exactly the next day.

This is due to computing the PEP 495 fold in the function datetime_from_timet_and_us in Modules/_datetimemodule.c. It computes the local time for (timet - max_fold_seconds), which is negative for timestamps less than max_fold_seconds (86400). It's documented that localtime_s [1] fails for negative time values. For example:
 0:000> kc 6
 Call Site
 python36_d!localtime_s
 python36_d!_PyTime_localtime
 python36_d!local
 python36_d!datetime_from_timet_and_us
 python36_d!datetime_from_timestamp
 python36_d!datetime_fromtimestamp
Dereference the time_t* arg (-86400):
 0:000> ?? *(int64_t *)@rdx
 int64 0n-86400
Print the errno_t return value (0x16 is EINVAL):
 0:000> pt; r rax
 rax=0000000000000016
[1]: https://msdn.microsoft.com/en-us/library/a442x3ye.aspx 

This appears to be a duplicate of issue 29097.