The OP's problem, i.e. the need to reimport modules in every docstring 
can  easily be addressed by injecting the necessary names using 
extraglobs argument to doctest.testmod().

I like the following trick:

def getextraglobs():
   import StringIO, tempfile, ...
   return locals()
doctest.testmod(extraglobs=getextraglobs())

This however does not solve a problem of cleanup after examples and some 
way to specify a tearDown fixture would be helpful, particularly because  
cleanup code in examples will rarely improve documentation.