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

diff --git a/Lib/lzma.py b/Lib/lzma.py
index c8b1970..2ada7d8 100644
--- a/Lib/lzma.py
+++ b/Lib/lzma.py
@@ -221,6 +221,10 @@ 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 write(self, data):
         """Write a bytes object to the file.