In Java you can define a new class inline using anonymous inner classes. This is useful when you need to rewrite only a single method of the class.
Suppose that you
Python doesn't support this directly (anonymous classes) but because of its terse syntax it isn't really necessary:
class MyOptionParser(OptionParser):
def exit(self, status=0, msg=None):
# body of method
p = MyOptionParser()
The only downside is you add MyOptionParser to your namespace, but as John Fouhy pointed out, you can hide that inside a function if you are going to do it multiple times.