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

Probably should be backported.
diff --git a/Modules/_localemodule.c b/Modules/_localemodule.c
index bd57c2f..2d84d80 100644
--- a/Modules/_localemodule.c
+++ b/Modules/_localemodule.c
@@ -715,6 +715,8 @@
 #endif
 
     m = Py_InitModule("_locale", PyLocale_Methods);
+    if (m == NULL)
+    	return;
 
     d = PyModule_GetDict(m);