eval and exec are the classics. However, open and file can be abused too:

open('/proc/kcore', 'w').write('0' * 1000 * 1000 * 1000)

Then there are the os, sys, subprocess, and dircache modules. Pretty much anything that touches the filesystem or can be used to turn data into executable code (like os.system) is going to be on the list.

As S. Lott pointed out in the comments, writing to the filesystem and executing arbitrary external programs aren't Python-specific. However, they are worth security auditors' consideration. Most of these functions can be safely used without too much concern for security. eval and exec, on the other hand, are great big red flags. Using them safely requires meticulous care.