Updates to my original tutorial at https://sites.google.com/site/satishgoda/blender/blog/blender25xscriptinggettingtheworldcoordinates

bpy_curve_object_local_world_coordinates.py

# Create a bezier curve object

>>> bpy.ops.curve.primitive_bezier_curve_add()
{'FINISHED'}

# Get a reference to the curve object

>>> curve_object = bpy.context.active_object

# Print out its data path

>>> curve_object
bpy.data.objects['BezierCurve']

# Move the curve object by 1 unit on y-axis

>>> curve_object.location[1] = 1

# Get a reference to to the curve points

>>> curve_points = curve_object.data.splines[0].bezier_points

# Print the data path of the curve points

>>> curve_points
bpy.data.curves['BezierCurve.002'].splines[0].bezier_points

# Get the value of the world_matrix of the curve

>>> curve_object_world_matrix = curve_object.matrix_world

# Print the world matrix

>>> curve_object_world_matrix
Matrix(((1.0, 0.0, 0.0, 0.0),
        (0.0, 1.0, 0.0, 1.0),
        (0.0, 0.0, 1.0, 0.0),
        (0.0, 0.0, 0.0, 1.0)))

# Print the object space coordinates of the curve points

>>> for curve_point in curve_points:
...   print (curve_point.co)
... 
<Vector (-1.0000, 0.0000, 0.0000)>
<Vector (1.0000, 0.0000, 0.0000)>

# Print the world space coordinates of the curve points

>>> for curve_point in curve_points:
...   print ( curve_object_world_matrix * curve_point.co )
... 
<Vector (-1.0000, 1.0000, 0.0000)>
<Vector (1.0000, 1.0000, 0.0000)>