I have several python scripts which work just fine but one script has (as of this morning) started giving me this error if I try to run it from the bash:
From the comments above it looks like you have dos line endings, and so the hashbang line is not properly processed.
Line ending style are not shown with :set list in Vim because that option is only used when reading/writing the file. In memory line endings are always that, line-endings. The line ending style used for a file is kept in a Vim per-file option, weirdly called fileformat.
To see/change the line ending style from Vim, you can use the following commands:
:set fileformat
:set ff
It will show dos or unix. You want unix, of course ;-).
To change it quickly you can save the file with:
:w ++ff=unix
Or if you prefer:
:set ff=unix
And then save the file normally.
So see all the gory details just do :help fileformat, :help file-formats and :help fileformats