If you're used to vi keybindings, and you use Python interactively, you're going to do a lot of cursing on OS X. This is because the readline library (responsible for keybindings and history) is GPL licensed and thus not distributed by Apple.
Here's a quick fix.
Add a file called .editrc with the following content:
bind -v
Add a file called .pythonrc with the following lines:
import rlcompleter import readline
Add a line to your .bashrc which makes Python run .pythonrc when it starts interactively:
export PYTHONSTARTUP="$HOME/.pythonrc"
Start python from the commandline and voilĂ , enjoy history and vi keybindings and all that good stuff. Tested on 10.9.2 (Mountain Lion).