I found all the other modules in Python33/Lib, but I can't find these. I'm sure there are others "missing" too, but these are the only ones I've noticed. They work just fine when I import them, I just can't find them. I checked sys.path and they weren't anywhere in there. Are they built-in or something?
These modules are not written in Python but in C.
You can find them (at least on linux) in a subfolder of the lib-folder called lib-dynload.
The math module is then in a file math.cpython-33m.so (on windows probably with .dll instead of .so). The cpython-33m part is my python version (3.3).
Where are math.py and sys.py?