diff -r 0fadf332f0d4 Lib/_compression.py
--- a/Lib/_compression.py	Fri Jun 05 21:03:52 2015 -0500
+++ b/Lib/_compression.py	Sat Jun 06 17:13:30 2015 +0300
@@ -60,6 +60,11 @@ class DecompressReader(io.RawIOBase):
         self._decompressor = None
         return super().close()
 
+    @property
+    def closed(self):
+        # This is polled for every operation; default implementation too slow
+        return self._decompressor is None
+
     def seekable(self):
         return self._fp.seekable()
 
diff -r 0fadf332f0d4 Lib/bz2.py
--- a/Lib/bz2.py	Fri Jun 05 21:03:52 2015 -0500
+++ b/Lib/bz2.py	Sat Jun 06 17:13:30 2015 +0300
@@ -232,6 +232,12 @@ class BZ2File(_compression.BaseStream):
             self._check_can_read()
             return self._buffer.readlines(size)
 
+    def __iter__(self):
+        # Shortcut to bypass the readline() method above
+        with self._lock:
+            self._check_can_read()
+            return iter(self._buffer)
+
     def write(self, data):
         """Write a byte string to the file.
 
diff -r 0fadf332f0d4 Lib/gzip.py
--- a/Lib/gzip.py	Fri Jun 05 21:03:52 2015 -0500
+++ b/Lib/gzip.py	Sat Jun 06 17:13:30 2015 +0300
@@ -371,6 +371,11 @@ class GzipFile(_compression.BaseStream):
         self._check_not_closed()
         return self._buffer.readline(size)
 
+    def __iter__(self):
+        # Shortcut to bypass the readline() method above
+        self._check_not_closed()
+        return iter(self._buffer)
+
 
 class _GzipReader(_compression.DecompressReader):
     def __init__(self, fp):
diff -r 0fadf332f0d4 Lib/lzma.py
--- a/Lib/lzma.py	Fri Jun 05 21:03:52 2015 -0500
+++ b/Lib/lzma.py	Sat Jun 06 17:13:30 2015 +0300
@@ -219,6 +219,11 @@ class LZMAFile(_compression.BaseStream):
         self._check_can_read()
         return self._buffer.readline(size)
 
+    def __iter__(self):
+        # Shortcut to bypass the readline() method above
+        self._check_can_read()
+        return iter(self._buffer)
+
     def write(self, data):
         """Write a bytes object to the file.