Wait, you're right. I have not been able to reproduce this under Python downloaded from Python.org.

[sky@localhost cpython2.7]$ ./python
Python 2.7.6+ (2.7:ae9fb85ab4e0, Dec  5 2013, 08:24:11) 
[GCC 4.7.2 20121109 (Red Hat 4.7.2-8)] on linux2
Type "help", "copyright", "credits" or "license" for more information.
>>> import lzma
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
ImportError: No module named lzma
[40709 refs]

The python is from Fedora itself. Maybe I did some funky stuff in my Fedora installation. Let me check this first and report to you later.

[sky@localhost cpython2.7]$ python
Python 2.7.3 (default, Aug  9 2012, 17:23:57) 
[GCC 4.7.1 20120720 (Red Hat 4.7.1-5)] on linux2
Type "help", "copyright", "credits" or "license" for more information.
>>> import lzma
>>> lzma
<module 'lzma' from '/usr/lib64/python2.7/site-packages/lzma.so'>