more backport.

theano/compile/tests/test_function_module.py

@@ -392,6 +392,7 @@ class T_picklefunction(unittest.TestCase):
         old_default_mode = config.mode
         old_default_opt  = config.optimizer
         old_default_link = config.linker
+        try:
             try:
                 str_f = cPickle.dumps(f)
                 config.mode = 'Mode'

theano/sandbox/test_theano_object.py

@@ -7,7 +7,9 @@ def run(TF):
         if TF and RUN_TESTS:
             print 'running test', f.__name__
             f()
-        return f if RUN_TESTS else None
+        if RUN_TESTS:
+            return f
+        else: return None
     return deco