I have
$ lsb_release -a
LSB Version:    :base-4.0-amd64:base-4.0-noarch:core-4.0-amd64:core-4.0-noarch:graphics-4.0-amd64:graphics-4.0-noarch:printing-4.0-amd64:printing-4.0-noarch
Distributor ID: CentOS
Description:    CentOS release 6.6 (Final)
Release:    6.6
Codename:   Final
$ ls -l /lib64/libbz2.so.1
lrwxrwxrwx. 1 root root 15 May 25  2016 /lib64/libbz2.so.1 -> libbz2.so.1.0.4
I did:
Python-2.7.12 $ export LDFLAGS="-L/lib64";  ./configure --prefix=/some/dir
Python-2.7.12 $ make
And got:
Python build finished, but the necessary bits to build these modules were not found:
_sqlite3           _tkinter           bsddb185
bz2                dl                 imageop
How do I build support for bz2 module?