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Maybe this is related to
 http://bugs.python.org/issue13673
which causes PyTraceback_Print() to fail if a signal is received but PyErr_CheckSignals() has not been called.
Note that wrapping in "try: ... except: raise" makes a traceback appear:
>>> try: input()
... except: raise
...
Traceback (most recent call last):
 File "<stdin>", line 1, in <module>
KeyboardInterrupt
During handling of the above exception, another exception occurred:
Traceback (most recent call last):
 File "<stdin>", line 1, in <module>
KeyboardInterrupt