Hints to make Sudoku solver more Pythonic
I noticed a few suspicious problems with your coding style.  There's plenty to talk about even without analyzing the sudoku solver portion of your program.

Your functions are actually more like procedures that act on global variables.  For example, your read() doesn't return anything, and your write() doesn't take a parameter for the matrix to be written.  Although set() takes several parameters, the object it mutates is not one of the parameters — it operates on the global pos instead.  Similarly, check(), only_pos_left(), and only_pos_for_it() take no parameters at all, which is a bad sign.

Even when read() and write() take a parameter called name (you probably meant "filename"), they ignore the parameter altogether!  The filenames 'in' and 'out' are hard-coded.

Your read() and write() each has a file descriptor leak.  fid.closed does not close the file handle.  You probably meant fid.close().  But really, you should almost always prefer to open files using a with block instead, so you would never need to worry about having to close them again.

Your read() and write() counterintuitively transpose rows ↔︎ columns.  I suppose those transpositions cancel each other out, and therefore have no effect.  However, it makes it hard for others to think about or discuss your code.

read() tries to do more than just reading the file.  The function should do one thing only: return a 2-dimensional matrix.  Converting characters to numbers could also be acceptable.  However, constructing the data structure you want to use to represent the sudoku puzzle should be a separate function.  The fact that read() also subtracts one from each value makes it more disconcerting.  Perhaps you do want to have constraints in the 0 to 8 range, but such a transformation definitely doesn't fall under "reading".

To summarize some of the suggestions above…

def read(filename):
    """ Return the contents of the file as a 2-D array. """
    with open(filename) as f:
        return [map(int, row.rstrip()) for row in f.readlines()]