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

diff --git a/Lib/gzip.py b/Lib/gzip.py
index 0a8993b..9a4e0f9 100644
--- a/Lib/gzip.py
+++ b/Lib/gzip.py
@@ -398,6 +398,10 @@ def readline(self, size=-1):
         self._check_not_closed()
         return self._buffer.readline(size)
 
+    def __iter__(self):
+        self._check_not_closed()
+        return self._buffer.__iter__()
+
 
 class _GzipReader(_compression.DecompressReader):
     def __init__(self, fp):