sys.modules['path.to.module'].__file__
Python 2.7.2+ (default, Oct 4 2011, 20:06:09)
[GCC 4.6.1] on linux2
Type "help", "copyright", "credits" or "license" for more information.
>>> import collections
>>> import sys
>>> sys.modules['collections'].__file__
'/usr/lib/python2.7/collections.pyc'
>>>