After running ./configure on Linux or MacOS X, check the generated pyconfig.h header:

$ grep TZNAME pyconfig.h
/* #undef HAVE_DECL_TZNAME */
/* #undef HAVE_TZNAME */

However, tzname exists and is declared in time.h on Linux and MacOS X as can be seen by compiling and running the following simple program:

$ cat tzname.c
#include <time.h>
#include <stdio.h>

int main() {
    tzset();
    printf("%s/%s\n", tzname[0], tzname[1]);
}
$ clang tzname.c -o tzname
$ ./tzname
EST/EDT

Note that tzname is mandated by the recent editions of POSIX <http://pubs.opengroup.org/onlinepubs/009695399/functions/tzset.html>, so I am not sure whether we need to check for it in configure.