Penso che tu debba fare mydb.commit()
tutto l'inserto in.
Qualcosa del genere
import csv
import MySQLdb
mydb = MySQLdb.connect(host='localhost',
user='root',
passwd='',
db='mydb')
cursor = mydb.cursor()
csv_data = csv.reader(file('students.csv'))
for row in csv_data:
cursor.execute('INSERT INTO testcsv(names, \
classes, mark )' \
'VALUES("%s", "%s", "%s")',
row)
#close the connection to the database.
mydb.commit()
cursor.close()
print "Done"