If correctly installed, Python on the OS X has no trouble finding the ØMQ Python bindings. However, the Eclipse PyDev by default will not locate the zmq library within the Eclipse IDE. Therefore, if you include the following in your program,
import zmqthe program will run and debug fine, but Eclipse will underline zmq with the message “Unresolved import”.
This is easily remedied in the Eclipse preferences. Open up PyDev ▶ Interpreter – Python and add locate the pyzmq egg directory. On my machine that is under
/Library/Python/2.6/site-packages/pyzmq-2.1.7-py2.6-macosx-10.6-universal.egg

Eclipse Preference Settings for ØMQ Python Bindings