A* search algorithm: open set and heap
1. Bug


You don't properly synchronize the set and the heap in all cases. For example, when taking a union:

&gt;&gt;&gt; a = OpenList()
&gt;&gt;&gt; a |= set([1,2,3])
&gt;&gt;&gt; a
OpenList([1, 2, 3])
&gt;&gt;&gt; a._heap
[]


If you insist on your class being a subclass of set, then you probably ought to intercept every method that modifies the set (and there are quite a few: __isub__, __ior__, __ixor__, __iand__, discard, difference_update, intersection_update, symmetric_difference_update, update, and clear, not to mention copy) and ensure that the heap is modified in a corresponding fashion.

But this would be overkill for what ought to be a fairly simple class. What I would do instead would be to inherit from object instead of set, and implement the set as an instance member _set, in the same way that you have _heap as an instance member. With this approach, you can ensure that operations on _set always have corresponding operations on _heap so that they cannot get out of sync.


2. Other issues


Your class is not as general as it could be. In particular, it can only be used to store objects which have a get_path_score method. Why not allow the user to pass in a key function that gets the score for an object? (As in sorted and heapq.nlargest and similar functions.)
You call the superclass method directly via set rather than via the super() function. This means that it's not possible for someone to create a new class that subclasses both your class and some other class C. (Because the method resolution order will go directly from your class to set instead of via the other class C.)
In the remove method, you replace the removed item with a placeholder. This takes time O(n) because you have to find the item in the heap. But removing the item from the heap and re-heapifying would also take O(n), and it would be simpler (because then there would be no need to handle the placeholder item in the pop method). So it's not clear to me that your approach is worth it.

You should think about what you are trying to achieve: if you really want to have fast removal of items, then you need to be cleverer about how you find the removed item in the heap; but if you're happy for removal to be O(n), then you can simplify the code by just deleting the item from the heap and re-heapifying the remainder.


3. Naming and documentation


The data structure used by the A* search algorithm is usually known as a priority queue: that is, a collection of items each of which is associated with a priority (or score), and which can be retrieved in order of their priority. So I think you could choose a better name than OpenList for your class.
Your docstring for the class is written with the wrong audience in mind. It contains implementation details ("uses a heap ... also uses a set") but this is not helpful for users of the class, who want to know what it is for and how to use it.
Your class is a good candidate for a doctest or two.
The method name pop_node_with_lowest_path_score is absurd. Why not just pop?


4. Rewrite

Here's how I'd rewrite the class to fix all the issues discussed above, assuming that you really do want fast removal of items. I'll let you reverse-engineer it to figure out how it works!

from heapq import heappush, heappop

class PriorityQueueElement(object):
    """
    A proxy for an element in a priority queue that remembers (and
    compares according to) its score.
    """
    def __init__(self, elem, score):
        self._elem = elem
        self._score = score
        self._removed = False

    def __lt__(self, other):
        return self._score &lt; other._score

class PriorityQueue(object):
    """
    A priority queue with O(log n) addition, O(1) membership test and
    amortized O(log n) removal.

    The `key` argument to the constructor specifies a function that
    returns the score for an element in the priority queue. (If not
    supplied, an element is its own score).

    The `add` and `remove` methods add and remove elements from the
    queue, and the `pop` method removes and returns the element with
    the lowest score.

    &gt;&gt;&gt; q = PriorityQueue([3, 1, 4])
    &gt;&gt;&gt; q.pop()
    1
    &gt;&gt;&gt; q.add(2); q.pop()
    2
    &gt;&gt;&gt; q.remove(3); q.pop()
    4
    &gt;&gt;&gt; list(q)
    []
    &gt;&gt;&gt; q = PriorityQueue('vext cwm fjord'.split(), key = lambda s:len(s))
    &gt;&gt;&gt; q.pop()
    'cwm'
    """
    def __init__(self, *args, **kwargs):
        self._key = kwargs.pop('key', lambda x:x)
        self._heap = []
        self._dict = {}
        if args:
            for elem in args[0]:
                self.add(elem)

    def __contains__(self, elem):
        return elem in self._dict

    def __iter__(self):
        return iter(self._dict)

    def add(self, elem):
        """
        Add an element to a priority queue.
        """
        e = PriorityQueueElement(elem, self._key(elem))
        self._dict[elem] = e
        heappush(self._heap, e)

    def remove(self, elem):
        """
        Remove an element from a priority queue.
        If the element is not a member, raise KeyError.
        """
        e = self._dict.pop(elem)
        e._removed = True

    def pop(self):
        """
        Remove and return the element with the smallest score from a
        priority queue.
        """
        while True:
            e = heappop(self._heap)
            if not e._removed:
                del self._dict[e._elem]
                return e._elem