Add missing PyErr_NoMemory() calls

BPO	35436
Nosy	@serhiy-storchaka, @ZackerySpytz, @iritkatriel
PRs	bpo-35436: Add missing PyErr_NoMemory() calls and other minor bug fixes #11015 [3.7] bpo-35436: Add missing PyErr_NoMemory() calls and other minor bug fixes. (GH-11015) #11020 [3.6] bpo-35436: Add missing PyErr_NoMemory() calls and other minor bug fixes. (GH-11015) (GH-11020) #11026

^{Note: these values reflect the state of the issue at the time it was migrated and might not reflect the current state.}

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GitHub fields:

assignee = None
closed_at = <Date 2020-10-18.09:38:26.478>
created_at = <Date 2018-12-07.06:54:27.089>
labels = ['extension-modules', 'interpreter-core', '3.8', 'type-bug', '3.7']
title = 'Add missing PyErr_NoMemory() calls'
updated_at = <Date 2020-10-18.09:38:26.478>
user = 'https://github.com/ZackerySpytz'

bugs.python.org fields:

activity = <Date 2020-10-18.09:38:26.478>
actor = 'serhiy.storchaka'
assignee = 'none'
closed = True
closed_date = <Date 2020-10-18.09:38:26.478>
closer = 'serhiy.storchaka'
components = ['Extension Modules', 'Interpreter Core']
creation = <Date 2018-12-07.06:54:27.089>
creator = 'ZackerySpytz'
dependencies = []
files = []
hgrepos = []
issue_num = 35436
keywords = ['patch']
message_count = 6.0
messages = ['331276', '331287', '331302', '331330', '331331', '378761']
nosy_count = 3.0
nosy_names = ['serhiy.storchaka', 'ZackerySpytz', 'iritkatriel']
pr_nums = ['11015', '11020', '11026']
priority = 'normal'
resolution = 'fixed'
stage = 'resolved'
status = 'closed'
superseder = None
type = 'behavior'
url = 'https://bugs.python.org/issue35436'
versions = ['Python 2.7', 'Python 3.6', 'Python 3.7', 'Python 3.8']