Warning: untested code.

get_current_file.c

/* Extension's __file__ attribute is not initialized until after the init
   function returns. To set submodules' __file__ at init time we will
   have to retrieve it from the OS. */
#if defined(_WIN32)
#include <Windows.h>

    static PyObject *get_current_file() {
        HMODULE hModule;
        union {
            CHAR nameA[MAX_PATH];
            WCHAR nameW[MAX_PATH];
        } buffer;
        DWORD length;
        /* NB: requires WinXP or later */
        GetModuleHandleEx(GET_MODULE_HANDLE_EX_FLAG_FROM_ADDRESS | GET_MODULE_HANDLE_EX_FLAG_UNCHANGED_REFCOUNT,
                          (LPCTSTR)&get_current_file,
                          &hModule);
#if PY_VERSION_HEX < 0x03000000
        /* XXX: make sure it fails for paths not encodable with CP_ACP */
        length = GetModuleFileNameA(hModule, buffer.nameA, MAX_PATH);
        if (length)
            return PyString_FromStringAndSize(buffer.nameA, length);
#endif
        length = GetModuleFileNameW(hModule, buffer.nameW, MAX_PATH);
        if (length)
            return PyUnicode_FromUnicode(buffer.nameW, length);
        Py_RETURN_NONE;
    }

#elif defined(LINUX) || defined(FREEBSD) || defined(DARWIN) || defined(__GNU__) || defined(__GLIBC__)
#include <dlfcn.h>

    static PyObject *get_current_file() {
        Dl_info info;
        if (dladdr(&get_current_file, &info) && info.dli_fname) {
#if PY_VERSION_HEX < 0x03000000
            return PyString_FromString(info.dli_fname)
#else
            return PyUnicode_DecodeFSDefault(info.dli_fname)
#endif
        }
        Py_RETURN_NONE;
    }
#else
    static PyObject *get_current_file() { Py_RETURN_NONE; }
#endif