I first noticed this when running 'make test' hanged. I tried with stable and bleeding edge scipy (I initially thought it was something arpack related).

The test sklearn.cluster.tests.test_k_means.test_k_means_plus_plus_init_2_jobs hangs the process.

Running in IPython something like KMeans(init='k-means++', n_jobs=2).fit(np.random.randn(100, 100)) hangs as well.

I thought maybe there was something wrong with my setup, but cross_val_score works OK with n_jobs=2.