Python's tkinter.messagebox
module shows Windows native dialogs (win/tkWinDialog.c#L2950), and it shows Mac OS native dialogs (macosx/tkMacOSXDialog.c#L1399), but since Linux doesn't have any clearly defined "native" dialog system, Tkinter uses a fallback messagebox built out of Tkinter widgets (library/msgbox.tcl#L115).
However, Python does not currently have any non-ugly "ttk" bindings for this (Lib/tkinter/messagebox.py#L61).