Iterators phase 1.  This comprises:

new slot tp_iter in type object, plus new flag Py_TPFLAGS_HAVE_ITER
new C API PyObject_GetIter(), calls tp_iter
new builtin iter(), with two forms: iter(obj), and iter(function, sentinel)
new internal object types iterobject and calliterobject
new exception StopIteration
new opcodes for "for" loops, GET_ITER and FOR_ITER (also supported by dis.py)
new magic number for .pyc files
new special method for instances: __iter__() returns an iterator
iteration over dictionaries: "for x in dict" iterates over the keys
iteration over files: "for x in file" iterates over lines

TODO:

documentation
test suite
decide whether to use a different way to spell iter(function, sentinal)
decide whether "for key in dict" is a good idea
use iterators in map/filter/reduce, min/max, and elsewhere (in/not in?)
speed tuning (make next() a slot tp_next???)
diff --git a/Python/exceptions.c b/Python/exceptions.c
index ad8021e..214d8e5 100644
--- a/Python/exceptions.c
+++ b/Python/exceptions.c
@@ -52,6 +52,7 @@
 Exception\n\
  |\n\
  +-- SystemExit\n\
+ +-- StopIteration\n\
  +-- StandardError\n\
  |    |\n\
  |    +-- KeyboardInterrupt\n\
@@ -369,6 +370,9 @@
 static char
 TypeError__doc__[] = "Inappropriate argument type.";
 
+static char
+StopIteration__doc__[] = "Signal the end from iterator.next().";
+
 
 
 static char
@@ -924,6 +928,7 @@
 /* Global C API defined exceptions */
 
 PyObject *PyExc_Exception;
+PyObject *PyExc_StopIteration;
 PyObject *PyExc_StandardError;
 PyObject *PyExc_ArithmeticError;
 PyObject *PyExc_LookupError;
@@ -985,6 +990,8 @@
   * The first three classes MUST appear in exactly this order
   */
  {"Exception", &PyExc_Exception},
+ {"StopIteration", &PyExc_StopIteration, &PyExc_Exception,
+  StopIteration__doc__},
  {"StandardError", &PyExc_StandardError, &PyExc_Exception,
   StandardError__doc__},
  {"TypeError", &PyExc_TypeError, 0, TypeError__doc__},