For me, this consistently happens when I run parallel tests, and never otherwise.

But on pqm, which is not running parallel tests (afaik), it does occur:

Exception in thread Thread-3071:
Traceback (most recent call last):
 File "/usr/lib/python2.6/threading.py", line 532, in __bootstrap_inner
   self.run()
 File "/usr/lib/python2.6/threading.py", line 484, in run
   self.__target(*self.__args, **self.__kwargs)
 File "/usr/lib/pymodules/python2.6/paramiko/sftp_file.py", line 453, in _prefetch_thread
   self.sftp._async_request(self, CMD_READ, self.handle, long(offset), int(length))
 File "/usr/lib/pymodules/python2.6/paramiko/sftp_client.py", line 649, in _async_request
   self._send_packet(t, str(msg))
 File "/usr/lib/pymodules/python2.6/paramiko/sftp.py", line 172, in _send_packet
   self._write_all(out)
 File "/usr/lib/pymodules/python2.6/paramiko/sftp.py", line 136, in _write_all
   n = self.sock.send(out)
 File "/home/pqm/bzr-pqm-workdir/home/+trunk/bzrlib/transport/ssh.py", line 200, in send
   return self.__socket.send(data)
 File "/usr/lib/python2.6/socket.py", line 165, in _dummy
   raise error(EBADF, 'Bad file descriptor')
error: [Errno 9] Bad file descriptor

Exception in thread Thread-3077:
Traceback (most recent call last):
 File "/usr/lib/python2.6/threading.py", line 532, in __bootstrap_inner
   self.run()
 File "/usr/lib/python2.6/threading.py", line 484, in run
   self.__target(*self.__args, **self.__kwargs)
 File "/usr/lib/pymodules/python2.6/paramiko/sftp_file.py", line 453, in _prefetch_thread
   self.sftp._async_request(self, CMD_READ, self.handle, long(offset), int(length))
 File "/usr/lib/pymodules/python2.6/paramiko/sftp_client.py", line 649, in _async_request
   self._send_packet(t, str(msg))
 File "/usr/lib/pymodules/python2.6/paramiko/sftp.py", line 172, in _send_packet
   self._write_all(out)
 File "/usr/lib/pymodules/python2.6/paramiko/sftp.py", line 136, in _write_all
   n = self.sock.send(out)
 File "/home/pqm/bzr-pqm-workdir/home/+trunk/bzrlib/transport/ssh.py", line 200, in send
   return self.__socket.send(data)
 File "/usr/lib/python2.6/socket.py", line 165, in _dummy
   raise error(EBADF, 'Bad file descriptor')
error: [Errno 9] Bad file descriptor

Exception in thread Thread-3083:
Traceback (most recent call last):
 File "/usr/lib/python2.6/threading.py", line 532, in __bootstrap_inner
   self.run()
 File "/usr/lib/python2.6/threading.py", line 484, in run
   self.__target(*self.__args, **self.__kwargs)
 File "/usr/lib/pymodules/python2.6/paramiko/sftp_file.py", line 453, in _prefetch_thread
   self.sftp._async_request(self, CMD_READ, self.handle, long(offset), int(length))
 File "/usr/lib/pymodules/python2.6/paramiko/sftp_client.py", line 649, in _async_request
   self._send_packet(t, str(msg))
 File "/usr/lib/pymodules/python2.6/paramiko/sftp.py", line 172, in _send_packet
   self._write_all(out)
 File "/usr/lib/pymodules/python2.6/paramiko/sftp.py", line 136, in _write_all
   n = self.sock.send(out)
 File "/home/pqm/bzr-pqm-workdir/home/+trunk/bzrlib/transport/ssh.py", line 200, in send
   return self.__socket.send(data)
 File "/usr/lib/python2.6/socket.py", line 165, in _dummy
   raise error(EBADF, 'Bad file descriptor')
error: [Errno 9] Bad file descriptor