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I think this behavior is due to the underlying behavior of the dbm. The same code using dbm, rather than shelve, also throws KeyErrors:
from multiprocessing import Process
import dbm
db = dbm.open("example.dbm", "c")
for i in range(100):
 db[str(i)] = str(i ** 2)
def parallel():
 for i in range(100):
 print(db[str(i)])
a = Process(target = parallel)
b = Process(target = parallel)
a.start()
b.start()
a.join()
b.join()