Note: When this question was originally asked, it had a python-2.7 tag, which has since been removed. See the comments of this answer for discussion on the changes made in Python 3.
They are identical as described in the Python 2.7 documentation:
os.remove(path):
Remove (delete) the file path. If path is a directory,
OSErroris raised; seermdir()below to remove a directory. This is
identical to theunlink()function documented below. On Windows,
attempting to remove a file that is in use causes an exception to be
raised; on Unix, the directory entry is removed but the storage
allocated to the file is not made available until the original file is
no longer in use.Availability: Unix, Windows.
os.unlink(path):
Remove (delete) the file path. This is the same function as
remove();
theunlink()name is its traditional Unix name.Availability: Unix, Windows.