Aldo Cortesi confirmed this is still needed for OpenBSD 4.2 and 4.3.
(I didn't regen configure, since I don't have a working autoconf.)
diff --git a/configure b/configure
index cded3b5..6b94232 100755
--- a/configure
+++ b/configure
@@ -2072,7 +2072,7 @@
   # On OpenBSD, select(2) is not available if _XOPEN_SOURCE is defined,
   # even though select is a POSIX function. Reported by J. Ribbens.
   # Reconfirmed for OpenBSD 3.3 by Zachary Hamm, for 3.4 by Jason Ish.
-  OpenBSD/2.* | OpenBSD/3.[0123456789] | OpenBSD/4.[0])
+  OpenBSD/2.* | OpenBSD/3.[0123456789] | OpenBSD/4.[0123])
     define_xopen_source=no
     # OpenBSD undoes our definition of __BSD_VISIBLE if _XOPEN_SOURCE is
     # also defined. This can be overridden by defining _BSD_SOURCE