It looks like the culprit is _scproxy, an internal C extension, that urllib2 (py2) and urllib.request (py3) use on OS X to access the system configuration for network proxies.  If you aren't using any proxies, a workaround is to define an environment variable:

    export no_proxy='*'

which causes urllib2/urllib to bypass checking the system configuration.

http://docs.python.org/2/library/urllib2.html#urllib2.ProxyHandler