经过大量的梳理，我设法弄清楚了。这是一堆环境变量…我想我可能做得有些过分，但这基本上可以解决问题：
# OpenSSL 1.0.1g
./config shared --prefix=/my/path --openssldir=/my/path/openssl
make
make install
# Python 3.4
export LDFLAGS="-L/my/path/lib/ -L/my/path/lib64/"
export LD_LIBRARY_PATH="/my/path/lib/:/my/path/lib64/"
export CPPFLAGS="-I/my/path/include -I/my/path/include/openssl"
./configure --prefix=/my/path/
make
make install
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