Is there a way to force pylint to see sublime and sublime_plugin modules?
I have tried adding sublime folder to pythonpath but it hasn't worked out.
These two errors really annoy me:

PyLinter:  F0401: Unable to import 'sublime' 
PyLinter:  F0401: Unable to import 'sublime_plugin' 

Thanks.
It is possible, but utmost difficult.
You can try to see if these modules are available as .py files in Sublime Text 2 source code and drop then to PYTHONPATH Pylint reads.
If the modules in the question are native modules, Pylint can see only if they are distributed as shared libraries and you point PYTHONPATH/LD_LIBRARY_PATH to this modules. If the modules are embedded inside Sublime Text 2 binary you have little hope to make Pylint understand them (unless you provide hinting by hand). In this case the behavior is operating system specific.
Pylint sublime plugin development