Need to set the exhaust query flag:
http://www.mongodb.org/display/DOCS/Mongo+Wire+Protocol#MongoWireProtocol-OPQUERY but that's not all.

Caveats:

1. Exhaust and limit are not compatible.
2. Exhaust cursors are not supported by mongos and can not be used with a sharded cluster.
3. Exhaust cursors require an exclusive socket connection to MongoDB. If the Cursor is discarded without being completely iterated the underlying socket connection will be closed and discarded without being returned to the connection pool.
4. If you create an exhaust cursor in a request (http://api.mongodb.org/python/current/examples/requests.html), you must completely iterate the Cursor before executing any other operation.
5. The per-query network_timeout option is ignored when using an exhaust cursor.

Note: The Ruby implementation isn't quite right in that a large result set could cause the process to hit OOM.