font_manager.py gives following traceback

I have received reports from clients with the following traceback or similar.

This happens when application is packaged with py2exe.

Traceback (most recent call last):
  File "appwine.pyo", line 1341, in OnToolbarChart
  File "frameplotmpl.pyo", line 19, in ?
  File "matplotlib\backends\__init__.pyo", line 19, in ?
  File "matplotlib\backends\backend_wxagg.pyo", line 18, in ?
  File "matplotlib\backends\backend_agg.pyo", line 82, in ?
  File "matplotlib\figure.pyo", line 3, in ?
  File "matplotlib\axes.pyo", line 14, in ?
  File "matplotlib\axis.pyo", line 21, in ?
  File "matplotlib\font_manager.pyo", line 982, in ?
  File "matplotlib\font_manager.pyo", line 826, in __init__
  File "matplotlib\font_manager.pyo", line 819, in rebuild
  File "matplotlib\font_manager.pyo", line 454, in createFontDict
SystemError: error return without exception set

Any hints of what might cause this would be very welcome.

Werner

P.S.
I am still on matplotlib version '0.82' (plan to upgrade to newer version but need to upgrade to Unicode wxPython first), with Python 2.4 and wxPython 2.6.x