should I call close() after urllib.urlopen()?

Like @Peter says, out-of-scope opened URLs will become eligible for garbage collection.

However, also note that in CPython URLopener defines:

 def __del__(self):
     self.close()

This means that when the reference count for that instance reaches zero, its __del__ method will be called, and thus its close method will be called as well. The most "normal" way for the reference count to reach zero is to simply let the instance go out of scope, but there's nothing strictly stopping you from an explicit del x early (however it doesn’t directly call __del__ but just decrements the reference count by one).

It's certainly good style to explicitly close your resources -- especially when your application runs the risk of using too much of said resources -- but Python will automatically clean up for you if you don't do anything funny like maintaining (circular?) references to instances that you don't need any more.

The close method must be called on the result of urllib.urlopen, not on the urllib module itself as you're thinking about (as you mention urllib.close -- which doesn't exist).

The best approach: instead of x = urllib.urlopen(u) etc, use:

import contextlib

with contextlib.closing(urllib.urlopen(u)) as x:
   ...use x at will here...

The with statement, and the closing context manager, will ensure proper closure even in presence of exceptions.