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

Probably should be backported.
diff --git a/Modules/zlibmodule.c b/Modules/zlibmodule.c
index a598ae3..725755d 100644
--- a/Modules/zlibmodule.c
+++ b/Modules/zlibmodule.c
@@ -878,6 +878,8 @@
     m = Py_InitModule4("zlib", zlib_methods,
 		       zlib_module_documentation,
 		       (PyObject*)NULL,PYTHON_API_VERSION);
+    if (m == NULL)
+	return;
 
     ZlibError = PyErr_NewException("zlib.error", NULL, NULL);
     if (ZlibError != NULL) {