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Long-standing problem (happens in every Python version I've tested). The usual situation is when invoking Python (and then "help('modules')") or "pydoc modules" in /tmp, but also happens when located anywhere with unreadable subdirs:
ben@Jotunheim:~$ mkdir /tmp/foo; cd /tmp/foo
ben@Jotunheim:/tmp/foo$ mkdir bar; sudo chmod 000 bar
[sudo] password for ben: 
ben@Jotunheim:/tmp/foo$ pydoc modules
Please wait a moment while I gather a list of all available modules...
Traceback (most recent call last):
 File "/usr/bin/pydoc2.6", line 5, in <module>
 pydoc.cli()
 File "/usr/lib/python2.6/pydoc.py", line 2309, in cli
 help.help(arg)
 File "/usr/lib/python2.6/pydoc.py", line 1765, in help
 elif request == 'modules': self.listmodules()
 File "/usr/lib/python2.6/pydoc.py", line 1886, in listmodules
 ModuleScanner().run(callback, onerror=onerror)
 File "/usr/lib/python2.6/pydoc.py", line 1937, in run
 for importer, modname, ispkg in pkgutil.walk_packages(onerror=onerror):
 File "/usr/lib/python2.6/pkgutil.py", line 105, in walk_packages
 for importer, name, ispkg in iter_modules(path, prefix):
 File "/usr/lib/python2.6/pkgutil.py", line 147, in iter_modules
 for name, ispkg in iter_importer_modules(i, prefix):
 File "/usr/lib/python2.6/pkgutil.py", line 211, in iter_modules
 for fn in os.listdir(path):
OSError: [Errno 13] Permission denied: './bar'
Proposed patch:
Seems like an easy fix. In Python 3.1.2, change line 206 in /usr/lib/python3.1/pkgutil.py from
if not modname and os.path.isdir(path) and '.' not in fn:
to
if not modname and os.path.isdir(path) and '.' not in fn and os.access(path, os.R_OK):
Other versions much the same (although the specified line number will probably be different.)
Best regards,
Ben Okopnik

Here's a test that should exercise every version of "pydoc" installed on the system:
mkdir -p /tmp/foo/bar; cd /tmp/foo; chmod 0 bar
for n in `whereis -b pydoc`; do echo "**** $n ****"; $n modules; done
Tested under Ubuntu with bash and sh; should work fine with any Bourne-derived shell that supports 'whereis'. Please see attached file.

The script is bugged, since whereis prefixes its output with its argument (i.e. here "pydoc: "). It’s not a concern anyway: branches open for bugfixes are 2.7, 3.1, 3.2 and 3.3, so when we have a test (preferably as a patch to test_pydoc.py, see http://docs.python.org/devguide for more guidelines on testing and contributing) we check versions and fix where needed.

Trivial fix: please see attached. As to test_pydoc.py, I don't know the system well enough to fiddle with it, but something like this should work (untested):
 def test_unreadable_dir(self):
 ''' pydoc should handle unreadable subdirs gracefully '''
 @contextmanager
 def mk_unreadable_dir():
 top_level_dir = tempfile.mkdtemp()
 bad_dir = tempfile.mkdtemp(dir=top_level_dir)
 os.chmod(bad_dir, 0)
 os.chdir(top_level_dir)
 yield
 os.removedirs(top_level_dir)
 with mk_unreadable_dir():
 doc = pydoc.render_doc('modules')
 self.assertTrue("modules" in doc)

Whoops... with all of that, I just realized that this bug should be filed against pkgutil, not pydoc (pydoc, of course, calls pkgutil to do the path resolution, which is where this crash occurs.) My bad.
>>> import pkgutil
>>> inst = pkgutil.ImpImporter(path='/tmp')
>>> list(inst.iter_modules())
Traceback (most recent call last):
 File "<stdin>", line 1, in <module>
 File "/usr/lib/python3.1/pkgutil.py", line 209, in iter_modules
 for fn in os.listdir(path):
OSError: [Errno 13] Permission denied: '/tmp/orbit-gdm'

Thanks for your suggested code and test. Somewhat different fixes to pkgutil have been added by the changes for Issue7367 and a necessary backport of a fix for pydoc from 3.x to 2.7 was made for Issue7425. With these fixes in place, pydoc for 3.3.0, 3.2.3, and 2.7.3 should not exhibit these problems anymore.