diff --git a/Lib/bz2.py b/Lib/bz2.py
index e72ec941c76f8112737db7bb9a02e39785b3acc1_TGliL2J6Mi5weQ==..d815cc066df80d44e6e30ddc243cfe0586e21c1c_TGliL2J6Mi5weQ== 100644
--- a/Lib/bz2.py
+++ b/Lib/bz2.py
@@ -197,6 +197,10 @@
         self._check_can_read()
         return self._buffer.readline(size)
 
+    def __iter__(self):
+        self._check_can_read()
+        return self._buffer.__iter__()
+
     def readlines(self, size=-1):
         """Read a list of lines of uncompressed bytes from the file.
 
diff --git a/Lib/gzip.py b/Lib/gzip.py
index e72ec941c76f8112737db7bb9a02e39785b3acc1_TGliL2d6aXAucHk=..d815cc066df80d44e6e30ddc243cfe0586e21c1c_TGliL2d6aXAucHk= 100644
--- a/Lib/gzip.py
+++ b/Lib/gzip.py
@@ -398,6 +398,10 @@
         self._check_not_closed()
         return self._buffer.readline(size)
 
+    def __iter__(self):
+        self._check_not_closed()
+        return self._buffer.__iter__()
+
 
 class _GzipReader(_compression.DecompressReader):
     def __init__(self, fp):
diff --git a/Lib/lzma.py b/Lib/lzma.py
index e72ec941c76f8112737db7bb9a02e39785b3acc1_TGliL2x6bWEucHk=..d815cc066df80d44e6e30ddc243cfe0586e21c1c_TGliL2x6bWEucHk= 100644
--- a/Lib/lzma.py
+++ b/Lib/lzma.py
@@ -221,6 +221,10 @@
         self._check_can_read()
         return self._buffer.readline(size)
 
+    def __iter__(self):
+        self._check_can_read()
+        return self._buffer.__iter__()
+
     def write(self, data):
         """Write a bytes object to the file.
 
diff --git a/Misc/NEWS.d/next/Library/2021-04-12-15-15-50.bpo-43787.wCy_Wd.rst b/Misc/NEWS.d/next/Library/2021-04-12-15-15-50.bpo-43787.wCy_Wd.rst
new file mode 100644
index 0000000000000000000000000000000000000000..d815cc066df80d44e6e30ddc243cfe0586e21c1c_TWlzYy9ORVdTLmQvbmV4dC9MaWJyYXJ5LzIwMjEtMDQtMTItMTUtMTUtNTAuYnBvLTQzNzg3LndDeV9XZC5yc3Q=
--- /dev/null
+++ b/Misc/NEWS.d/next/Library/2021-04-12-15-15-50.bpo-43787.wCy_Wd.rst
@@ -0,0 +1,3 @@
+Add ``__iter__()`` method to :class:`bz2.BZ2File`, :class:`gzip.GzipFile`, and
+:class:`lzma.LZMAFile`. It makes iterating them about 2x faster. Patch by
+Inada Naoki.