On 2005-07-02, Justin Ezequiel asked for a makedirs() function or method. I guess he means code which makes also non-existent directories between the "deepest existing" directory component and the directory component at the end of the path. This would be similar to the -p option of Posix' mkdir.
There's a makedirs(path, mode) function in the os module.
Just checked in (changeset 451).