On UNIX-like operating systems, including Linux, this is not a problem. Well, another program can write to a file at the same time as reading, which can cause problems (the file you are copying may be corrupted), but this can be resolved using a test pass.
On Windows, use the snapshot service (for example, shadow copying a volume). VSS takes a snapshot of the volume at a point in time, and you can open files in the snapshot without locking the files on the original volume. Quick Google found a module for copying using VSS for Python here: http://sourceforge.net/projects/pyvss/
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