It works for me as a test case too:
test_deep_recursive (__main__.cPickleDeepRecursive) ... ERROR
======================================================================
ERROR: test_deep_recursive (__main__.cPickleDeepRecursive)
----------------------------------------------------------------------
Traceback (most recent call last):
File "c:\devel\Python25\Lib\test\test_cpickle.py", line 107, in
test_deep_recursive
self.assertRaises(RuntimeError, cPickle.dumps, n)
File "C:\devel\Python25\lib\unittest.py", line 320, in failUnlessRaises
callableObj(*args, **kwargs)
KeyError: 13352688