I also experience this on a regular basis.  I can't show you the code 
due to IP restrictions, but it happens almost 100% of the time in python 
2.4.4 on win2k8, and frequently in win2k3. 

Error in atexit._run_exitfuncs:
Traceback (most recent call last):
  File "C:\Program Files\Opsware\agent\lcpython15\lib\atexit.py", line 
24, in _r un_exitfuncs
    func(*targs, **kargs)
  File "C:\Program Files\Opsware\agent\lcpython15\lib\threading.py", 
line 638, i n __exitfunc
    self._Thread__delete()
  File "C:\Program Files\Opsware\agent\lcpython15\lib\threading.py", 
line 522, i n __delete
    del _active[_get_ident()]
KeyError: 2540
Error in sys.exitfunc:
Traceback (most recent call last):
  File "C:\Program Files\Opsware\agent\lcpython15\lib\atexit.py", line 
24, in _r un_exitfuncs
    func(*targs, **kargs)
  File "C:\Program Files\Opsware\agent\lcpython15\lib\threading.py", 
line 638, i n __exitfunc
    self._Thread__delete()
  File "C:\Program Files\Opsware\agent\lcpython15\lib\threading.py", 
line 522, i n __delete
    del _active[_get_ident()]
KeyError: 2540