It seems that Python has some limitations regarding instance methods.
pickle the instance and then access the method after unpickling it. Pickling a method of an instance doesn't make sense because it relies on the instance. If it doesn't, then write it as an independent function.
import pickle
class A:
def f(self):
print 'hi'
x = A()
f = open('tmp', 'w')
r = pickle.dump(x, f)
f.close()
f = open('tmp', 'r')
pickled_x = pickle.load(f)
pickled_x.f()