You need to install -dev package for zlib1g - it is named zlib1g-dev:

sudo apt-get install zlib1g-dev

and it will install zlib.pc file for pkg-config along with zlib.h header.

You forgot to install zlib1g-dev before building Python.

sudo apt-get install zlib1g-dev

I met the same issue when built other libraries. Just install zlib1g-dev solved my problem.

For pip to work, Python needs to be linked to the zlib library when Python itself is installed. It appears that either zlib was not installed when you installed Python, or at least that the Python installer couldn't locate it. To help it along, you may issue the following before installing Python. In bash syntax,

Copyzlib_lib="/usr/lib32"
zlib_inc="/usr/include"
export CPPFLAGS="-I${zlib_inc} ${CPPFLAGS}"
export LD_LIBRARY_PATH="${zlib_lib}:${LD_LIBRARY_PATH}"
export LDFLAGS="-L${zlib_lib} -Wl,-rpath=${zlib_lib} ${LDFLAGS}"

Here I've assumed that zlib is installed under /usr/lib32 and /usr/include/. To check this, look for the libz.so.1 file in the "lib" directory and the zlib.h file in the "inc" directory. If you find them somewhere else, simply change zlib_lib and zlib_inc accordingly.

Ubuntu 16.10+ and Python 3.7 dev

sudo apt-get install zlib1g-dev

Note: I only put this here because it was the top search result for the error, but this resolved my issue.

Update: also the case for ubuntu 14.04LTS and base kernel at 4.1+

Answer to a similar question raised here suggested installing zlib1g-dev in order to solve this error:

sudo apt-get install zlib1g-dev

More info about zlib1g-dev

Note: If you have a spark cluster, you might need to install the package on every node in the cluster.

I don't find a Python 2.4 package for Ubuntu, so I assume you tried to compile it from source. If so, you would have had to explicitly configure and compile it with zlib support.

I found a blog article on how to do this here:

http://www.1stbyte.com/2005/06/26/configure-and-compile-python-with-zlib/

basically install zlib1g-dev, and then configure Python with

./configure --with-zlib=/usr/include

then you can do "make" to generate the Python 2.4 binaries.