I thought it would be a good idea to compile a list of things to watch out for when making a Python app portable. There are a lot of subtle 'gotchas' in portability that are only discovered through experience and thorough testing; there needs to be some sort of list addressing the more common ones.
Please post one gotcha (with its fix) per comment.
Getting away from the syntax side of things, I think the biggest thing to watch out for is that typically when people think of python, they might not think of all the libraries it is composed of. 
Many python packages depend on C libraries which may or may not be cross platform compatible. In addition, Python runs under Java through Jython, and .Net through IronPython. Unless libraries are written in pure python, they will not, in many cases, work on anything other than the C based version of python.
Big List Of Portability in Python