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I feel like I must be on crack, here. I apologize if so. English version: sorting this long list leaves in place element 580395, which is less than element 0. Restricting to a list of just those two elements, sorting does what I'd expect.
met% python2.6 # This problem also happens with 2.5
Python 2.6b1+ (trunk:64955, Jul 14 2008, 17:23:39) 
[GCC 4.2.3 (Ubuntu 4.2.3-2ubuntu7)] on linux2
Type "help", "copyright", "credits" or "license" for more information.
>>> import os, cPickle
>>> t = cPickle.load(os.popen('gunzip -c list.pickle.gz')) # Load the pickle in. It's a list of pairs of numbers
>>> t.sort() # Sort the pickle
>>> t[580395] < t[0] # It's not in order!
True
>>> u = [t[0], t[580395]] # Make a list of just the two compared elements and sort
>>> u.sort()
>>> u == [t[580395], t[0]] # Now it's in order!
True
>>>

Could you provide the list in another format (e.g. in a plain .py script or as a .txt file)?

No. It's 10M, gzipped. It's constructed from genome-wide association
data, which is also huge, intrinsically complex, and protected by rules
regarding research on humans. If the bug tracker won't take it do I
have any other options?

Oh, I guess I could make it a gzipped text file. Hang on.

You have a nan in your list of tuples, which screws up the sorting. After the first sort, elements 580395-7 are:
(0.99257340581672904, 551095), 
(nan, 551371),
(6.6494600485570754e-14, 551526),

Ah, I guess I *was* on crack. Thanks for the explanation.