RHEL6 + Error: xz compression not available

To fix this:

1. yum remove epel-release
2. Re-download the epel-release RPM
3. Install it
4. yum install pyliblzma

Worked for me on CentOS 6.X

sudo rpm -e epel-release-7-5.noarch

wget http://download.fedoraproject.org/pub/epel/6/x86_64/epel-release-6-8.noarch.rpm

sudo rpm -ivh epel-release-6-8.noarch.rpm

sudo yum clean all

sudo rpmdb -v --rebuilddb

sudo yum -y install libselinux-python