Os presento un sencilla receta para implementar peticiones PUT y DELETE con la libreria urllib2 de python:
import urllib2
opener = urllib2.build_opener(urllib2.HTTPHandler)
request = urllib2.Request("localhost")
# Metodo Put
request.get_method = lambda: "PUT"
# Metodo Delete
request.get_method = lambda: "DELETE"
response = opener.open(request)