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Amaury is right. In your case you could keep track of the Vectors in the Device object and invalidate them when the Device is destroyed (using e.g. a WeakSet). Or Vector could delegate its destruction to Device, e.g.:
class Device(object): 
 destroyed = False
 def __del__(self):
 self.destroyed = True
 def _dealloc_vector(self, v):
 if not self.destroyed:
 ...
class Vector(object): 
 def __init__(self, device):
 self.device = device
 
 def __del__(self):
 self.device._dealloc_vector(self)