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Try the following script on posix and Windows. On Posix:
launched
. . . exiting
killed
on Windows:
launched
. . . exiting
Traceback (most recent call last):
 File "sp.py", line 16, in <module>
 p.terminate()
 File "c:\Python26\lib\subprocess.py", line 949, in terminate
 _subprocess.TerminateProcess(self._handle, 1)
WindowsError: [Error 5] Access is denied
This inconsistency seems unnecessary and is an obstacle to writing portable code.
from subprocess import *
import sys, time
p = Popen([sys.executable, '-c', '''
import time, sys
for i in range(3): 
 time.sleep(.3)
 print '.',
 sys.stdout.flush()
print 'exiting'
'''], stdout = sys.stdout, stderr = sys.stderr)
print 'launched'
time.sleep(2)
p.terminate()
print 'killed'