Let $n$ be a positive integer with binary expansion $2^{a_1}+\cdots + 2^{a_s}$. For $S\subseteq [s]=\{1,2,\dots,s\}$, let $k_S= \sum_{i\in S} 2^{a_i}$. Thus by a fundamental result of Lucas, ${n\choose k}$ is odd if and only if $k=k_S$ for some $S\subseteq [s]$.
Conjecture. Let $T\subseteq [s]$. Then $$ \sum_{S\subseteq [s]} (-1)^{|S\cap T|}{n\choose k_S} $$ is divisible by $2^s$.
I originally learned of the case $T=\emptyset$ from Nikolai Beluhov, who has a proof in a much more general context, recently posted on the arxiv. I then came up with the above conjecture, after which Bjorn Poonen pointed out that the conjecture for $T=\emptyset$ and $T=\{0\}$ (when $0\in S$) follows easily from Lemma 12 of N. Calkin, Factors of sums of powers of binomial coefficients, Acta Arith. 86 (1998), 17--26.
The conjecture can be reformulated more algebraically. Let $G_n$ be the group of all integers $k\geq 0$ for which ${n\choose k}$ is odd, under the operation $\oplus$ of Nim sum, i.e., mod 2 addition of the coordinates of the binary expansion. For instance, $12\oplus 5=9$. Thus $G_n$ is isomorphic to $(\mathbb{Z}/2\mathbb{Z})^s$. Define $f\colon G_n\to\mathbb{Z}$ by $f(k)={n\choose k}$. Then the conjecture is equivalent to the statement that $f$ is a virtual character of $G_n$.
Addendum. Donald Knuth asked me whether my conjecture (now a theorem) has a nice $q$-analogue. What seems to work best is to replace ${n\choose k_S}$ by $q^{k_S(k_S+1)/2}\boldsymbol{{n\choose k_S}_q}$, where $\boldsymbol{{n\choose k_S}_q}$ is a $q$-binomial coefficient. When $T=\emptyset$, it looks like the sum in the conjecture is a polynomial with nonnegative integer coefficients (this much is obvious) which is divisible by at least $s$ factors of the form $q^i+1$. For arbitrary $T$ this is no longer the case, e.g., $n=11$ (so $S=\{0,1,3\}$) and $T=\{1,2\}$. Is there a better $q$-analogue?
This follow up question about a possible $q$-analagoue has now been asked at A $q$-analogue of a conjecture (now proved) on odd binomial coefficients.