#3205: bz2 iterator fails silently on MemoryError
(backport from r65609)
diff --git a/Modules/bz2module.c b/Modules/bz2module.c
index 7d33a77..9e868c5 100644
--- a/Modules/bz2module.c
+++ b/Modules/bz2module.c
@@ -416,6 +416,7 @@
 		return 0;
 	}
 	if ((f->f_buf = PyMem_Malloc(bufsize)) == NULL) {
+		PyErr_NoMemory();
 		return -1;
 	}
 	Py_BEGIN_ALLOW_THREADS