I love the brilliant Vim plugin pyflakes-vim, which highlights errors & warnings, and since I got a MacBook for work, I've been using MacVim a lot.
This combination has a problem, that MacVim uses the OSX system default Python 2.6, so pyflakes is unable to handle Python 2.7 syntax, such as set literals. These are marked as a syntax errors, which prevents the rest of the file from being parsed.
The solution is to compile your own MacVim, using Python 2.7 instead of the system Python. The following commands got MacVim compiled for me:
#!/bin/bash git clone git://github.com/b4winckler/macvim.git cd macvim/src export LDFLAGS=-L/usr/lib ./configure \ --with-features=huge \ --enable-rubyinterp \ --enable-perlinterp \ --enable-cscope \ --enable-pythoninterp \ --with-python-config-dir=/Library/Frameworks/Python.framework/Versions/2.7/lib/python2.7/config make open MacVim/build/Release echo Drag MacVim.app to your Applications directory
Without the LDFLAGS setting, I was missing some symbols at link. The --with-python-config-dir entry came from typing 'which python' to find where my Python 2.7 install lives, and modifying that result to find its 'config' directory (whatever that is) near to the binary.
As indicated, install by dragging the resulting macvim/src/MacVim/build/Release/MacVim.app into your Applications directory.
Open up MacVim, and check out the built-in Python version:
:python import sys; print sys.version 2.7.1 (r271:86882M, Nov 30 2010, 10:35:34)
And files with set literals are now correctly parsed for errors.
Update: This only works if the Python 2.7 is your default 'python' executable. Otherwise, or if you get "ImportError: No module named site"?, see Richard's comments below.