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nirinA: thanks for prodding this issue. Yes, it is still alive (just). 
:)
About adding the Euler constant: I agree this should be added. Do you 
have time to expand your patch to include docs and a test or two?
For expm1, I was planning to use the libm function when it exists (which 
I expect it will on most platforms), and just use a quick hack based on 
the identity
 expm1(x) = sinh(x/2)*exp(x/2)
for platforms where it's missing.
I'll look at the erf and erfc implementations.
Daniel: re incomplete beta and gamma functions, I'd prefer to limit 
this particular issue to the C99 math functions. It's difficult to know 
where to draw the line, but it seems to me that these are really the 
domain of numpy/scipy. And they involve multiple input arguments, which 
makes them *darned hard* to write and test! Anyway, if you'd like to 
see those added to Python's math module, maybe this could be brought up 
on python-dev to see how much support there is.