Actually, forget all that; it's even simpler.

At least in recent 3.x, the only thing wrong with inheriting from both types, assuming you put OrderedDict first, is the __init__ signature. So:

    class OrderedDefaultDict(OrderedDict, defaultdict):

        def __init__(self, default_factory=None, *a, **kw):

            OrderedDict.__init__(self, *a, **kw)

            self.default_factory = default_factory

More importantly, because __missing__ support is built into dict, despite the confusing docs for defaultdict, you don't really need defaultdict at all here:

    class OrderedDefaultDict(OrderedDict):

        def __init__(self, default_factory=None, *a, **kw):

            OrderedDict.__init__(self, *a, **kw)

            self.default_factory = default_factory

        def __missing__(self, key):

            self[key] = value = default_factory()

            return value

And either of these should work with 2.5+ (according to https://docs.python.org/2/library/stdtypes.html#dict that's when dict.__missing__ was added).

This seems to keep a consistent __init__ signature with OrderedDict (by .pop()-ing 'default_factory' from kwargs instead of specifying as a positionalkwarg):

class OrderedDefaultDict(OrderedDict):
    def __init__(self, *a, **kw):
        default_factory = kw.pop('default_factory', self.__class__)
        OrderedDict.__init__(self, *a, **kw)
        self.default_factory = default_factory
    def __missing__(self, key):
        self[key] = value = self.default_factory()
        return value

I've added a few tests (as well as to_json, and _repr_json_
https://gist.github.com/westurner/be22dba8110be099a35e/c1a3a7394e401d4742df0617900bde6ab2643300#file-ordereddefaultdict-py-L120-L122
(Without this fix, 
json.loads(output_json, object_pairs_hook=OrderedDefaultDict)
doesn't seem to work).