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cPickle has problems loading instances of gtk gobject.GEnum classes. 
gobject.GEnum is a subclass of int. On the other hand pickle handles
those classes correctly. Since cPickle is meant to be a faster version
of pickle this needs to be consider a bug. 
To test run the following script:
import gtk
##import pickle
import cPickle as pickle
simple_types = (
 bool,
 int,
 long,
 float,
 complex,
 basestring,
 type(None),
)
d = vars(gtk)
for (i,j) in d.iteritems():
 if isinstance(j, simple_types):
 try:
 s = pickle.dumps(j, pickle.HIGHEST_PROTOCOL)
 obj = pickle.loads(s)
 except (ValueError, TypeError):
 print j, type(j)
If you replace cPickle with pickle then the script runs fine.

Can you please investigate the details and report the cause of the problem?

Using slightly modified PyGObject (so that it gives more useful error
message in pyg_enum_new) and adding 'raise' in the end of attached
example, I got this:
<enum GTK_RC_TOKEN_LOWEST of type GtkRcTokenType> <class
'gtk._gtk.RcTokenType'>
Traceback (most recent call last):
 File "<stdin>", line 5, in <module>
ValueError: value out of range (294 not in 0..40)
Not sure what it means yet...

It doesn't seem 'pickle' itself works:
>>> import pickle
>>> import gtk
>>> s = pickle.dumps (gtk.RC_TOKEN_LOWEST, pickle.HIGHEST_PROTOCOL)
>>> pickle.loads (s)
__main__:1: Warning: cannot retrieve class for invalid (unclassed) type
`<invalid>'
** ERROR **: file pygenum.c: line 55 (pyg_enum_repr): assertion failed:
(G_IS_ENUM_CLASS(enum_class))
aborting...
Aborted

This all look like a bug in pygtk to me, not like a bug in pickle/cPickle.

Please close this issue. It is a PyGObject bug, nothing to do with
Python: http://bugzilla.gnome.org/show_bug.cgi?id=519645