You need install the EPEL repository by downloading the appropriate RPM package for your system and installing it. For example, for CentOS and Red Hat Enterprise Linux 6.x:
[code]wgethttp://dl.fedoraproject.org/pub/epel/6/x86_64/epel-release-6-8.noarch.rpm
sudo rpm -Uvh epel-release-6*.rpm
If you get a File Not Found error message when trying to download the package, the version number might have changed. You can access the latest version of the RPM installer from the Fedora EPEL wiki page. The wiki page also includes additional instructions for Red Hat Network subscribers who are installing the EPEL repository.
Finally, install the Python library:
[code]yum install pyliblzma
This works perfecly in my CentOS 6.x.
his problem comes if you installed a wrong epel release on your machine. If so, then you need to remove the epel release by
[code]yum remove epel-release
Sometimes that is not enough, you need to remove the cache as well by:
[code]rm -rf /var/cache/yum/x86_64/6/epel
Then you can install the epel-release again
[code]yum -y install epel-release