I'm running Python 2.7 on Windows 7.
I installed coverage using "pip install coverage".
I created C:\Python27\Lib\site-packages\foo\test.py:
if name == 'main':
print "hello world"
I ran coverage.py on it:
c:\Python27\Lib\site-packages\foo>coverage run test.py
Coverage.py warning: No data was collected.
As a control, I moved test.py to C:\Python27\ and ran coverage on it there successfully.