Check return result from Py_InitModule*().  This API can fail.

Probably should be backported.
diff --git a/Modules/bz2module.c b/Modules/bz2module.c
index 82b3958..9f30f8a 100644
--- a/Modules/bz2module.c
+++ b/Modules/bz2module.c
@@ -2192,6 +2192,8 @@
 	BZ2Decomp_Type.ob_type = &PyType_Type;
 
 	m = Py_InitModule3("bz2", bz2_methods, bz2__doc__);
+	if (m == NULL)
+		return;
 
 	PyModule_AddObject(m, "__author__", PyString_FromString(__author__));