I have looked all over the internet including here. I have tried all the suggested solutions, but none of them worked.
Here is the error message I get _mysql.c:44:10: fatal error: 'my_config.h' file not found 
Could the problem come from the fact that my MySQL and Python versions are not compatible?
MySql version:Ver 8.0.21 for osx10.15 on x86_64 (Homebrew)
Python version:Python 2.7.16
Could that simply be it?
Thanks!
This solution is for macOS users
After struggling a while on this issue I finally solved it, and it was pretty simple in the end.
Maybe this will help others too, because I have seen this issue around a lot during my research. There are plenty of solutions out there, that worked for some and not for others. None of them worked for me.
Before you go into a copy/paste of commands rampage in your terminal, you might want to check your MySQL version. Because apparently MySQL only supports the MySQL-python dependency until version 5.7. So I just had to downgrade my MySQL 8 to 5.7, and then I could finally run the pip install MySQL-python command, and it worked!
So if you have a MySQL version higher than 5.7, you might want to downgrade.
To that, type in these commands in your terminal:
brew unlink mysql
brew install mysql@5.7
Then, try mysql --version If mysql is still red, run this command:
export PATH=${PATH}:/usr/local/mysql/bin 
And you should finally be able to run:
pip install MySQL-python
This worked for me, hope it will for you!
MacOS: "pip install MySQL-python" returning an error: "_mysql.c:44:10: fatal error: 'my_config.h' file not found"