There is no easy way to build python with custom openssl build. This can lead to miscellaneous problems (like segmentation faults) in various situations/configurations (see eg. http://stackoverflow.com/questions/22409092/coredump-when-compiling-python-with-a-custom-openssl-version). The problems usually arise when different version of openssl headers and libs are used, or when different versions of openssl is required within one process (eg. using python within apache httpd process (mod_wsgi or mod_python) + some other module that uses explicitly updated/newer/incompatible version of openssl).

The best way to workaround this problem would be to have the clear way how to build python with specific openssl version. The best way would by to use configure options --with-ssl=PATH optionally with --with-ssl-includes=PATH and --with-ssl-libs=PATH. In this case, setup.py shall not search for openssl but shall use the explicitly specified one.

I will shortly provide the patch for the current version of configure and setup.py.

See related issues:
 - http://bugs.python.org/issue5575
 - http://bugs.python.org/issue16660