I struggled with this issue, and eventually found the recommendations about linking with homebrew's OpenSSL on StackOverflow or similar, and then only later found this issue here (and with it the link to the devguide); but the *first* places I looked were the README in the source root, and then the README in the Mac/ directory. That may however just be ignorance on my part of where I should have been looking. Yet another reminder that I need to become much more familiar with the devguide.

The README only mentions the devguide in the context of contributing, but not that it will contain further information required for building. Under "Build Instructions", the README says:

***

Build Instructions
------------------

On Unix, Linux, BSD, OSX, and Cygwin:

    ./configure
    make
    make test
    sudo make install

This will install Python as python3.

You can pass many options to the configure script; run "./configure --help" to find out more.  On OSX and Cygwin, the executable is called python.exe;
elsewhere it's just python.

On Mac OS X, if you have configured Python with --enable-framework, you should use "make frameworkinstall" to do the installation.  Note that this installs the Python executable in a place that is not normally on your PATH, you may want to set up a symlink in /usr/local/bin.

***

It might be helpful to add to the README (in the "Build Instructions" section): 

"The devguide may include further information about specific build dependencies for your platform here: https://docs.python.org/devguide/setup.html#build-dependencies"