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I have a small script that reproduces the problem. I couldn't 
reproduce it until I added some os.system() calls in the threads that 
were logging. Here's the output using python 2.6.1:
Traceback (most recent call last):
 File "C:\Python26\lib\logging\handlers.py", line 74, in emit
 if self.shouldRollover(record):
 File "C:\Python26\lib\logging\handlers.py", line 146, in 
shouldRollover
 self.stream.seek(0, 2) #due to non-posix-compliant Windows feature
ValueError: I/O operation on closed file
Here is the script - let me know if I'm doing things incorrectly:
import os, threading, logging, logging.handlers
class LoggerThread(threading.Thread):
 def __init__(self, numLoops):
	threading.Thread.__init__(self)
	self.numLoops = numLoops
 def run(self):
	for x in range(0, self.numLoops):
	 os.system('cd.>blah.txt')
	 os.system('del blah.txt')
	 logging.debug('This is log message ' + str(x) + ' from ' + 
self.name + ' and I think this should be a little longer, so I\'ll add 
some more data here because perhaps the size of the individual log 
message is a factor. Who knows for sure until this simple test fails.')
if __name__=="__main__":
 logSize = 2048
 numberOfLogs = 10
 files = logging.handlers.RotatingFileHandler('logthred.log', 'a', 
logSize, numberOfLogs)
 console = logging.StreamHandler()
 # set a format
 fileFormatter = logging.Formatter('%(asctime)s %(levelname)-8s %
(thread)-4s %(message)s')
 consoleFormatter = logging.Formatter('%(asctime)s %(levelname)-8s %
(thread)-4s %(message)s')
 # tell the handler to use this format
 files.setFormatter(fileFormatter)
 console.setFormatter(consoleFormatter)
 # add the handlers to the root logger
 logging.getLogger('').addHandler(files)
 logging.getLogger('').addHandler(console)
 logging.getLogger('').setLevel(logging.DEBUG)
 numThreads = 10
 numLoops = 100
 # Create and execute threads
 for x in range(0, numThreads):
	LoggerThread(numLoops).start()