Are you using Sublime Text 3 on linux? ST3 on linux ships with a broken SSL module. We work around it for our own plugin, but I don't think Package Control does.
ST2 and ST3 ship their own python for linux I believe. Unfortunately, it has been stripped of useful modules like ssl. We have attempted to add support (see https://github.com/Floobits/floobits-sublime/tree/master/lib) but this is something Sublime should do, not us.
If you're curious how the work-around code works, see https://github.com/Floobits/floobits-sublime/blob/master/flo...
The shared objects that code tries to load are all in https://github.com/Floobits/floobits-sublime/tree/master/lib