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Okay, there's a test case of web.py:
Server codes are following:
import web
class index(object):
 def GET(self):
 yield 'hello\n'
 yield 'world\n'
 time.sleep(60)
client is Python interpreter
>>> resp = urllib.urlopen(URL)
>>> resp.readline() # will be 'hello'
>>> resp.readline() # will be 'world'
>>> resp.readline() # huh, it's blocked, and we to agree with it.
>>> # but to use urllib2 will another behavor.
>>> urllib2.urlopen(URL).readline() # huh, it's blocked even if 'hello' and 'world' returned yet. Because urllib2 uses a 8KiB buffer on socket._fileobjece within urllib2.py, it read 8K data to buffer first.