class MyClass(object):
    pass

print MyClass.__mro__
print dir(MyClass)

Выход:

(<class '__main__.MyClass'>, <type 'object'>)
['__class__', '__delattr__', '__dict__', '__doc__', '__format__', '__getattribute__', '__hash__', '__init__', '__module__', '__new__', '__reduce__', '__reduce_ex__', '__repr__', '__setattr__', '__sizeof__', '__str__', '__subclasshook__', '__weakref__']

Почему__mro__ не указан сdir() ?