Just for reference:
I was getting the following error:
lxml-2.3.6-py2.7-linux-x86_64.egg/lxml/etree.so: undefined symbol: lzma_auto_decoder
It seems that it was due to the presence of liblzma-dev
I didn't install it on purpose, I really just wanted to see Pillow include tiff support and it turns out on Ubuntu 14.04 liblzma-dev is pulled in when you install libtiff-dev.
Uninstalling liblzma-dev forced me to uninstall libtiff-dev