PyPy has a GIL : http://doc.pypy.org/en/latest/faq.html#does-pypy-have-a-gil-...
For example, I have to explicitly install 2.7 to be able to use Cocos2d-x build scripts.
Jython and IronPython are both limited to Python 2.x, ZipPy is WIP without a stable release.