If in C#-application to create new AppDomain, and there initialize / finalize PythonEngine, then unload this domain, and again create, on second Finalize always error!
I use it for dynamic load my game engine, where PythonNET used for game scripts. After second reload all crashes.
Sorry for my possible bad english.
Perhaps a thorough reading of
http://docs.python.org/release/2.5.4/api/initialization.html
will shed some light on this subject.
There is also an """Important Note for embedders""" at
http://pythonnet.sourceforge.net/readme.html
I'm not sure what is meant by "/ finalize PythonEngine" since the method name in PythonEngine is Shutdown().