See this post: https://savannah.nongnu.org/forum/forum.php?forum_id=8113
In summary, if pygame.display.set_mode is called after it has already been called, it often causes the keyboard input to stop working. The game still otherwise runs as normal, and the mouse continues to work. This bug does not affect Pygame 1.9.1. I don't know about pre-releases that were labeled "1.9.2a0", since I'm running the latest code from this repository.