In the C API, gdk_window_add_filter() allows you to pass NULL as the window parameter in order to receive *all* events for *all* windows. There is apparently no way to do this in pygtk. The obvious solution:

#!/usr/bin/python

import gtk

def frogs(event):
  print 'I have frogs!'

gtk.gdk.Window.add_filter(None, frogs)
gtk.main()

produces:

    gtk.gdk.Window.add_filter(None, frogs)
TypeError: descriptor 'add_filter' requires a 'gtk.gdk.Window' object but received a 'NoneType'