Compute adjacent days from date string
Yes, the comments are too much. You don't need to explain why you're doing it all; you might not always be using this function for its current purpose. And I wouldn't put general explanatory comments like that inline; put them in the function docstring.

Also, it's not at all Pythonic to do something like:

[datetimes.append(today + timedelta(days=i)) for i in [0, -1, 1, 2]]


filling a list with None then discarding it; either use a list comprehension:

datetimes = [today + timedelta(days=i) for i in [0, -1, 1, 2]]


or append:

 for i in [0, -1, 1, 2]:
     datetimes.append(today + timedelta(days=i))


I would also encapsulate more of the variables in default parameters, to make the function more flexible:

from datetime import datetime, timedelta

def adjacent_dates(date, deltas=[0, -1, 1, 2], format="%Y%m%d"):
    """Generate date strings adjacent to the argument date.

    Note:
      The default order of deltas is to ensure that the most
      likely date is first in the output.

    Args:
      date (str): The date to process.
      deltas (iter of int): The offsets to apply, in days, to the input
        date (defaults to [0, -1, 1, 2]).
      format (str, optional): The format to use for input and output
        (defaults to "%Y%m%d").

    """
    start = datetime.strptime(date, format)
    days = [start + timedelta(days=i) for i in deltas]
    return [d.strftime(format) for d in days]


Now you can use your defaults:

&gt;&gt;&gt; adjacent_dates("20141030")
['20141030', '20141029', '20141031', '20141101']


or easily switch to something else:

&gt;&gt;&gt; adjacent_dates("30-10-2014", range(-2, 3), "%d-%m-%Y")
['28-10-2014', '29-10-2014', '30-10-2014', '31-10-2014', '01-11-2014']


Note that strftime is a datetime instance method, so you can call it on the instances rather than the class - d.strftime(format) is neater than datetime.strftime(d, format).