In the attached test_exception_pickle.py file, class C and D cannot be
unpickled (raises TypeError).

class C(Exception):
    """Extension with values, args not set."""
    def __init__(self, foo):
        self.foo = foo

class D(Exception):
    """Extension with values, init called with no args."""
    def __init__(self, foo):
        self.foo = foo
        Exception.__init__(self)

There are also some other exceptions that fail to be handled properly. 
See the exception_pickling_26.diff for some unittests.  In particular, I
see SlotedNaiveException failing.