import pickle

class O(object):
    def __init__(self):
        a1 = 0
o = O()

p = pickle.dumps(o, 2)

file('dump', 'wb').write(p)

import pickle

p = file('dump', 'rb').read()
o = pickle.loads(p)
print o.a1

Traceback (most recent call last):
  File "C:\tmp5\\load.py", line 4, in <module>
    o = pickle.loads(p)
  File "C:\Python25\lib\pickle.py", line 1374, in loads
    return Unpickler(file).load()
  File "C:\Python25\lib\pickle.py", line 858, in load
    dispatch[key](self)
  File "C:\Python25\lib\pickle.py", line 1090, in load_global
    klass = self.find_class(module, name)
  File "C:\Python25\lib\pickle.py", line 1126, in find_class
    klass = getattr(mod, name)
AttributeError: 'module' object has no attribute 'O'

>>> import sys, new
>>> source = """def bar():
...     print '"bar" method of "%s" module'%__name__"""
>>> code = compile(source, 'foo', 'exec')
>>> module = new.module('foo')
>>> exec code in module.__dict__
>>> module.bar()
"bar" method of "foo" module
>>> sys.modules['foo'] = module
>>> import foo
>>> foo.bar()
"bar" method of "foo" module