Nota: Estou usando o virtualenvwrapper.

Antes de ativar o ambiente virtual:

$ pip install lxml
Requirement already satisfied (use --upgrade to upgrade): lxml in /usr/lib/python2.7/dist-packages  
Cleaning up...  

Depois de ativar o ambiente virtual:

(test-env)$ pip install lxml
force/build/lxml/src/lxml/includes/etree_defs.h:9:31: fatal error: 
libxml/xmlversion.h: No such file or directory

compilation terminated.

error: command 'gcc' failed with exit status 1

----------------------------------------
Command /home/chaz/dev/envs/test-with-system-python-force/bin/python2
.7 -c "import setuptools;__file__='/home/chaz/dev/envs/test-with-
system-python-force/build/lxml/setup.py';exec(compile(open(__file__).
read().replace('\r\n', '\n'), __file__, 'exec'))" install --record 
/tmp/pip-bJ6Q_B-record/install-record.txt --single-version-externally
-managed --install-headers /home/chaz/dev/envs/test-env/include/site/python2.7 failed with error code 1 in 
/home/chaz/dev/envs/test-env/build/lxml
Storing complete log in /home/chaz/.pip/pip.log