Setup.py: install lxml with Python2.6 on CentOS

I had the same issue, I managed to install it after installing the package libxslt-devel and python-devel which seems to be your problem:

yum install libxslt-devel python-devel

python setup.py install

Installed /usr/lib/python2.6/site-packages/lxml-2.2.8-py2.6-linux-i686.egg
Processing dependencies for lxml==2.2.8
Finished processing dependencies for lxml==2.2.8

However since I also installed other packages in the process, you might want to double check libxml2, libxml2-devel and libxslt while you are at it.

Here is some information on how to build lxml: http://lxml.de/build.html

It solved my problem for nokogiri in Centos

sudo yum install -y gcc ruby-devel libxml2 libxml2-devel libxslt libxslt-devel