The first problem here is that you have added the /oauth2callback handler to app.yaml. Please see the documentation here on decorators:
https://developers.google.com/api-client-library/python/platforms/google_app_engine?hl=en#Decorators
Or the sample code here:
http://code.google.com/p/google-api-python-client/source/browse/samples/appengine/main.py
As for the import error, did you install the code for the library into your App Engine project? The easiest way to do that is to download the latest google-api-python-client-gae-NN.zip and unzip it directly into your project.