You need to build python with BZIP2 support.
Install the following package before building python:
- Red Hat/Fedora/CentOS:
yum install bzip2-devel
- Debian/Ubuntu:
sudo apt-get install libbz2-dev
Extract python tarball. Then
configure;
make;
make install
Install pip
using the new python.
Alternative:
Install a binary python distribution using yum or apt, that was build with BZIP2 support.