Pythons are rather cool, in that the hallmarks of their evolution (limb loss) can be seen. In that respect they are (like whales) good examples of the evolutionary process.
During the course of their evolutionary history, which spans some 30-60 million years, snakes lost their limbs and pelvis. Except some species in the Boidae family (of which, pythons are a subfamily) still retain vestigial pelvis and limbs.
Like other animals pythons are not immune from covergent evolution!
Finally, some intersting links:
Vestigial Limbs ,
General info, Vestigial limbs, Vestigial limbs,
Phylogeny and evolution,
Mechanisms of limb loss,
Bibliography (asian boiids),
EMBL Reptile Database,
More molecular phylogeny,
Cold Blooded News,
and finally Some paleontology