This is RC1:
[16:07] ~/src/Python-2.5c1 $./python.exe -c 'from
test.test_tempfile import test_main; test_main()'
test_exports (test.test_tempfile.test_exports) ... ok
test_get_six_char_str
(test.test_tempfile.test__RandomNameSequence) ... ok
test_many (test.test_tempfile.test__RandomNameSequence)
... ok
test_supports_iter
(test.test_tempfile.test__RandomNameSequence) ... ok
test_nonempty_list
(test.test_tempfile.test__candidate_tempdir_list) ... ok
test_wanted_dirs
(test.test_tempfile.test__candidate_tempdir_list) ... ok
test_retval
(test.test_tempfile.test__get_candidate_names) ... ok
test_same_thing
(test.test_tempfile.test__get_candidate_names) ... ok
test_basic (test.test_tempfile.test__mkstemp_inner) ... ok
test_basic_many
(test.test_tempfile.test__mkstemp_inner) ... ok
test_choose_directory
(test.test_tempfile.test__mkstemp_inner) ... ok
test_file_mode (test.test_tempfile.test__mkstemp_inner)
... ok
test_noinherit (test.test_tempfile.test__mkstemp_inner)
... FAIL
test_textmode (test.test_tempfile.test__mkstemp_inner)
... ok
test_sane_template
(test.test_tempfile.test_gettempprefix) ... ok
test_usable_template
(test.test_tempfile.test_gettempprefix) ... ok
test_directory_exists
(test.test_tempfile.test_gettempdir) ... ok
test_directory_writable
(test.test_tempfile.test_gettempdir) ... ok
test_same_thing (test.test_tempfile.test_gettempdir) ... ok
test_basic (test.test_tempfile.test_mkstemp) ... ok
test_choose_directory (test.test_tempfile.test_mkstemp)
... ok
test_basic (test.test_tempfile.test_mkdtemp) ... ok
test_basic_many (test.test_tempfile.test_mkdtemp) ... ok
test_choose_directory (test.test_tempfile.test_mkdtemp)
... ok
test_mode (test.test_tempfile.test_mkdtemp) ... ok
test_basic (test.test_tempfile.test_mktemp) ... ok
test_many (test.test_tempfile.test_mktemp) ... ok
test_basic (test.test_tempfile.test_NamedTemporaryFile)
... ok
test_creates_named
(test.test_tempfile.test_NamedTemporaryFile) ... ok
test_del_on_close
(test.test_tempfile.test_NamedTemporaryFile) ... ok
test_multiple_close
(test.test_tempfile.test_NamedTemporaryFile) ... ok

======================================================================
FAIL: test_noinherit
(test.test_tempfile.test__mkstemp_inner)
----------------------------------------------------------------------
Traceback (most recent call last):
  File
"/home/mtebeka/src/Python-2.5c1/Lib/test/test_tempfile.py",
line 310, in test_noinherit
    self.failIf(retval > 0, "child process reports
failure %d"%retval)
AssertionError: child process reports failure 127

----------------------------------------------------------------------
Ran 31 tests in 1.077s

FAILED (failures=1)
Traceback (most recent call last):
  File "<string>", line 1, in <module>
  File
"/home/mtebeka/src/Python-2.5c1/Lib/test/test_tempfile.py",
line 665, in test_main
    test_support.run_unittest(*test_classes)
  File
"/home/mtebeka/src/Python-2.5c1/Lib/test/test_support.py",
line 441, in run_unittest
    run_suite(suite, testclass)
  File
"/home/mtebeka/src/Python-2.5c1/Lib/test/test_support.py",
line 426, in run_suite
    raise TestFailed(err)
test.test_support.TestFailed: Traceback (most recent
call last):
  File
"/home/mtebeka/src/Python-2.5c1/Lib/test/test_tempfile.py",
line 310, in test_noinherit
    self.failIf(retval > 0, "child process reports
failure %d"%retval)
AssertionError: child process reports failure 127

[16:12] ~/src/Python-2.5c1 $

Logged In: YES 
user_id=33168

What version of cygwin?  I've been testing with 1.5.19 and
greater and not had this problem.  However, I've only run
with regrtest.  Do you have this problem only if running
directly?

Logged In: YES 
user_id=358087

Cygwin version is 1.5.21 (see attached output of cygcheck -s
-v -r).
What do you mean by "running directly"? I ran the test with
the following command line (and it failed):
./python.exe -c 'from test.test_tempfile import test_main;
test_main()'

Logged In: YES 
user_id=21627

The usual way of invoking test_tempfile would be

./python Lib/test/regrtest.py test_tempfile

or

./python -mtest.regrtest test_tempfile

Do these give you the same error?

Logged In: YES 
user_id=358087

In your way it seems OK :)

[09:22] ~ $cd src/Python-2.5c1/
/home/mtebeka/src/Python-2.5c1
[09:23] ~/src/Python-2.5c1 $./python.exe -mtest.regrtest
test_tempfile
Could not find '/home/mtebeka/src/Python-2.5c1/Lib/test' in
sys.path to remove it
test_tempfile
1 test OK.
[09:23] ~/src/Python-2.5c1 $

Closing as WFM, reopen if you'd like to address the alternative way of
calling test_tempfile.