cx_freeze - including my own modules?

You need to modify sys.path in your setup.py script in the same way that you do in your application. cx_Freeze looks at sys.path to find the modules and packages to include in your build, so if the directory containing those packages is not on sys.path, it can't find them.

Edit: It turned out that the problem was a misnamed __init__.py file. The package was still importable as a PEP 420 namespace package, but cx_Freeze doesn't handle those yet.