I was having trouble getting py2exe to include all the libraries in matplotlib so I created a very simple GTK + matplotlib program to do some testing. The weird thing is that before the reformat + reinstall of my Windows desktop this very process was working great.
Included in the attachments is the output of >python setup.py py2exe in the file py2exe.out.
Next is the setup.py file just to prove that it should work (setup.py).
Last is the sample application test.py used to demonstrate the py2exe failure.
What you will need to do is copy the .dlls from your GTK\bin directory to the local copy of the GTK\lib directory (all of this under the dist directory that py2exe produces). Also be sure to copy the GTK\etc directory there as well and you should be able to get the GTK part up and running.
The problem code is the following import statements:
I would attach my whole work directory, but that might have been too large for the mailing list (the GTK part of it is several MBs alone).
py2exe.out (111 KB)
setup.py (732 Bytes)
test.py (614 Bytes)