Ah yeah, good catch.

Reading [the request docs](http://www.python-requests.org/en/latest/api/), cookies can be a dict or a cookiejar.  I discovered deepcopy fails HARD with cookie jars:

    >>> import copy
    >>> from cookielib import CookieJar
    >>> cj = CookieJar()
    >>> copy.deepcopy(cj)
    ...
    copy.Error: un(deep)copyable object of type <type 'thread.lock'>
    
Ideas or solutions?  If not, I'll create an issue and suggest letting this PR go without cookiejar support.