bpo-43787: Add __iter__ to GzipFile, BZ2File, and LZMAFile (GH-25353)

diff --git a/Lib/bz2.py b/Lib/bz2.py
index 43f321a..a2c588e 100644
--- a/Lib/bz2.py
+++ b/Lib/bz2.py
@@ -197,6 +197,10 @@ def readline(self, size=-1):
         self._check_can_read()
         return self._buffer.readline(size)
 
+    def __iter__(self):
+        self._check_can_read()
+        return self._buffer.__iter__()
+
     def readlines(self, size=-1):
         """Read a list of lines of uncompressed bytes from the file.