On windows, you can use the python for windows extensions (http://sourceforge.net/projects/pywin32/):
from win32gui import GetWindowText, GetForegroundWindow
print GetWindowText(GetForegroundWindow())
Below code is for python 3:
from win32gui import GetWindowText, GetForegroundWindow
print(GetWindowText(GetForegroundWindow()))
(Found this on http://scott.sherrillmix.com/blog/programmer/active-window-logger/)