what works with the with statement?

[Gribouillis]

You could wrap it in a context manager

import contextlib
import os

@contextlib.contextmanager
def osopen(*args, **kwargs):
    fd = os.open(*args, **kwargs)
    try:
        yield fd
    finally:
        os.close(fd)

s = b'hello world'
with osopen('foo.txt', os.O_WRONLY|os.O_CREAT, 0o666) as fd:
    while s:
        n = os.write(fd, s)
        s = s[n:]