http://www.blender.org/api/blender_python_api_current/ As of 10/11 november 2015 we can now link to the current api docs and not be worr...
August 11, 2011
scripted keyframing of Curve Coordinates
after poking around, it seems this is an ok way to script keyframes for a 'POLY' curve.
If you want NURBS or BEZIER, i suggest reading the rotobezier.py addon by zanqdo, available here, especially CURVE_OT_insert_keyframe