#3205: bz2 iterator fails silently on MemoryError
diff --git a/Modules/bz2module.c b/Modules/bz2module.c
index 16201bd..3929219 100644
--- a/Modules/bz2module.c
+++ b/Modules/bz2module.c
@@ -416,6 +416,7 @@
 		return 0;
 	}
 	if ((f->f_buf = PyMem_Malloc(bufsize)) == NULL) {
+		PyErr_NoMemory();
 		return -1;
 	}
 	Py_BEGIN_ALLOW_THREADS