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I've tried to run the code below on Windows XP and Linux Ubuntu and it
works as expected. Here is the output:
expt -> o
read -> fo
On FreeBSD 7.0 it raises the following exception:
expt -> o
read -> fo 
Exception in thread Thread-1:
Traceback (most recent call last):
 File "/usr/local/lib/python2.5/threading.py", line 460, in __bootstrap
 self.run()
 File "/usr/local/lib/python2.5/threading.py", line 440, in run
 self.__target(*self.__args, **self.__kwargs)
 File "_test2.py", line 13, in server
 data = conn.recv(1024, socket.MSG_OOB)
error: (22, 'Invalid argument')
--- code ---
import socket, select, threading, time, os
def server():
 s = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
 s.setsockopt(socket.SOL_SOCKET, socket.SO_REUSEADDR, 1)
 s.bind(('', 1024))
 s.listen(1)
 conn, addr = s.accept()
 conn.setblocking(0)
 while 1:
 r, w, e = select.select([conn], [conn], [conn], 0.01)
 if e:
 data = conn.recv(1024, socket.MSG_OOB)
 print "expt -> " + data
 if r:
 data = conn.recv(1024)
 print "read -> " + data
threading.Thread(target=server).start()
time.sleep(0.1)
s = socket.socket()
s.connect(('127.0.0.1', 1024))
s.sendall('foo', socket.MSG_OOB)
--- /code ---

This bug should be strictly related with issue 3278:
http://bugs.python.org/issue3278 

Why do you think this is a bug in Python, and not in FreeBSD?

tested:
Python 2.5.2 (r252:60911, Jun 24 2008, 16:40:26) 
[GCC 4.2.1 20070719 [FreeBSD]] on freebsd7
FreeBSD tomcat 7.0-RELEASE FreeBSD 7.0-RELEASE #0: Sun Feb 24 19:59:52
UTC 2008 root@logan.cse.buffalo.edu:/usr/obj/usr/src/sys/GENERIC i386
expt -> o
read -> fo
Exception in thread Thread-1:
Traceback (most recent call last):
 File "/usr/local/lib/python2.5/threading.py", line 486, in
__bootstrap_inner
 self.run()
 File "/usr/local/lib/python2.5/threading.py", line 446, in run
 self.__target(*self.__args, **self.__kwargs)
 File "test.py", line 13, in server
 data = conn.recv(1024, socket.MSG_OOB)
error: (22, 'Invalid argument')
and:
Python 2.5 (r25:51908, Jun 25 2007, 16:00:15) 
[GCC 3.4.2 [FreeBSD] 20040728] on freebsd5
FreeBSD timcat 5.4-RELEASE FreeBSD 5.4-RELEASE #0: Sat Sep 9 03:32:05
MSD 2006 root@timcat:/usr/obj/usr/src/sys/SMP i386
expt -> o
read -> fo
Exception in thread Thread-1:
Traceback (most recent call last):
 File "/usr/local/lib/python2.5/threading.py", line 460, in __bootstrap
 self.run()
 File "/usr/local/lib/python2.5/threading.py", line 440, in run
 self.__target(*self.__args, **self.__kwargs)
 File "test.py2", line 13, in server
 data = conn.recv(1024, socket.MSG_OOB)
error: (22, 'Invalid argument')
and:
Python 2.4.3 (#1, Jun 23 2006, 10:54:52) 
[GCC 2.95.4 20020320 [FreeBSD]] on freebsd4
FreeBSD comanchee-girl 4.9-RELEASE-CMN-1.1 FreeBSD 4.9-RELEASE-CMN-1.1
#4: Mon Apr 26 02:11:27 MSD 2004 
root@comanchee-girl:/usr/obj/usr/src/sys/CMN i386
expt -> o
read -> fo
Exception in thread Thread-1:
Traceback (most recent call last):
 File "/usr/local/lib/python2.4/threading.py", line 442, in __bootstrap
 self.run()
 File "/usr/local/lib/python2.4/threading.py", line 422, in run
 self.__target(*self.__args, **self.__kwargs)
 File "test.py", line 13, in server
 data = conn.recv(1024, socket.MSG_OOB)
error: (22, 'Invalid argument')
All versions are stable and working in production. Except 7th version
the servers are loaded (la 0.2 to 3) with http/mysql/mail daemons.
Seems like a bug in python socket usage of freebsd for long time.

I agree with Martin. Why are you sure that this is a Python bug and not
a FreeBSD bug? As per the documentation of OOB data, it's not supported
by all operating systems or TCP/IP stacks.

Sorry, the first reply of Martin slipped under my radar.
In fact I wasn't sure whether this was related to Python or FreeBSD.
I've filed this same report on the FreeBSD bug tracker:
http://www.freebsd.org/cgi/query-pr.cgi?pr=kern/125258
If you're sure this is not related to python please close it, otherwise
we could wait for someone of the FreeBSD team to reply and confirm that
it's FreeBSD related.

not a python issue. thanks for opening one with FreeBSD.