This my example Glade/GtkBuilder/Gtk application. I've defined a function xml_gettext which transparently translates glade xml files and passes to gtk.Builder instance as a string.  
import mygettext as gettext
import os
import sys
import gtk
from gtk import glade
glade_xml = '''<?xml version="1.0" encoding="UTF-8"?>
<interface>
  <!-- interface-requires gtk+ 3.0 -->
  <object class="GtkWindow" id="window1">
    <property name="can_focus">False</property>
    <signal name="delete-event" handler="onDeleteWindow" swapped="no"/>
    <child>
      <object class="GtkButton" id="button1">
        <property name="label" translatable="yes">Welcome to Python!</property>
        <property name="use_action_appearance">False</property>
        <property name="visible">True</property>
        <property name="can_focus">True</property>
        <property name="receives_default">True</property>
        <property name="use_action_appearance">False</property>
        <signal name="pressed" handler="onButtonPressed" swapped="no"/>
      </object>
    </child>
  </object>
</interface>'''
class Handler:
    def onDeleteWindow(self, *args):
        gtk.main_quit(*args)
    def onButtonPressed(self, button):
       print('locale: {}\nLANGUAGE: {}'.format(
              gettext.find('myapp','locale'),os.environ['LANGUAGE']))
def main():
    builder = gtk.Builder()
    translated_xml = gettext.xml_gettext(glade_xml)
    builder.add_from_string(translated_xml)
    builder.connect_signals(Handler())
    window = builder.get_object("window1")
    window.show_all()
    gtk.main()
if __name__ == '__main__':
    main()  
I've archived my locale directories into locale.zip which is included in the pyz bundle.
This is contents of locale.zip 
(u'/locale/fr_FR/LC_MESSAGES/myapp.mo',
 u'/locale/en_US/LC_MESSAGES/myapp.mo',
 u'/locale/en_IN/LC_MESSAGES/myapp.mo')
To make the locale.zip as a filesystem I use ZipFS from fs.  
Fortunately Python gettext is not GNU gettext. gettext is pure Python it doesn't use GNU gettext but mimics it. gettext has two core functions find and translation. I've redefined these two in a seperate module named mygettext to make them use files from the ZipFS.  
gettext uses os.path ,os.path.exists and open to find files and open them which I replace with the equivalent ones form fs module.  
This is contents of my application.  
pyzzer.pyz -i glade_v1.pyz  
# A zipped Python application
# Built with pyzzer
Archive contents:
  glade_dist/glade_example.py
  glade_dist/locale.zip
  glade_dist/__init__.py
  glade_dist/mygettext.py
  __main__.py
Because pyz files have text, usually a shebang, prepended to it, I skip this line after opening the pyz file in binary mode. Other modules in the application that want to use the gettext.gettext function, should import zfs_gettext instead from mygettext and make it an alias to _.  
Here goes mygettext.py.  
from errno import ENOENT
from gettext import _expand_lang, _translations, _default_localedir
from gettext import GNUTranslations, NullTranslations
import gettext
import copy
import os
import sys
from xml.etree import ElementTree as ET
import zipfile
import fs
from fs.zipfs import ZipFS
zfs = None
if zipfile.is_zipfile(sys.argv[0]):
    try:
        myself = open(sys.argv[0],'rb')
        next(myself)
        zfs = ZipFS(ZipFS(myself,'r').open('glade_dist/locale.zip','rb'))
    except:
        pass
else:
    try:
        zfs = ZipFS('locale.zip','r')
    except:
        pass
if zfs:
    os.path = fs.path
    os.path.exists = zfs.exists
    open = zfs.open
def find(domain, localedir=None, languages=None, all=0):
    # Get some reasonable defaults for arguments that were not supplied
    if localedir is None:
        localedir = _default_localedir
    if languages is None:
        languages = []
        for envar in ('LANGUAGE', 'LC_ALL', 'LC_MESSAGES', 'LANG'):
            val = os.environ.get(envar)
            if val:
                languages = val.split(':')
                break
                                                                                     if 'C' not in languages:
            languages.append('C')
    # now normalize and expand the languages
    nelangs = []
    for lang in languages:
        for nelang in _expand_lang(lang):
            if nelang not in nelangs:
                nelangs.append(nelang)
    # select a language
    if all:
        result = []
    else:
        result = None
    for lang in nelangs:
        if lang == 'C':
            break
        mofile = os.path.join(localedir, lang, 'LC_MESSAGES', '%s.mo' % domain)
        mofile_lp = os.path.join("/usr/share/locale-langpack", lang,
                               'LC_MESSAGES', '%s.mo' % domain)
        # first look into the standard locale dir, then into the 
        # langpack locale dir
        # standard mo file
        if os.path.exists(mofile):
            if all:
                result.append(mofile)
            else:
                return mofile
        # langpack mofile -> use it
        if os.path.exists(mofile_lp): 
            if all:
                result.append(mofile_lp)
            else:
               return mofile
        # langpack mofile -> use it
        if os.path.exists(mofile_lp): 
            if all:
                result.append(mofile_lp)
            else:
                return mofile_lp
    return result
def translation(domain, localedir=None, languages=None,
                class_=None, fallback=False, codeset=None):
    if class_ is None:
        class_ = GNUTranslations
    mofiles = find(domain, localedir, languages, all=1)
    if not mofiles:
        if fallback:
            return NullTranslations()
        raise IOError(ENOENT, 'No translation file found for domain', domain)
    # Avoid opening, reading, and parsing the .mo file after it's been done
    # once.
    result = None
    for mofile in mofiles:
        key = (class_, os.path.abspath(mofile))
        t = _translations.get(key)
        if t is None:
            with open(mofile, 'rb') as fp:
                t = _translations.setdefault(key, class_(fp))
        # Copy the translation object to allow setting fallbacks and
        # output charset. All other instance data is shared with the
        # cached object.
        t = copy.copy(t)
        if codeset:
            t.set_output_charset(codeset)
        if result is None:
            result = t
        else:
            result.add_fallback(t)
    return result
def xml_gettext(xml_str):
    root = ET.fromstring(xml_str)
    labels = root.findall('.//*[@name="label"][@translatable="yes"]')
    for label in labels:
        label.text = _(label.text)
    return ET.tostring(root)
gettext.find = find
gettext.translation = translation
_ = zfs_gettext = gettext.gettext
gettext.bindtextdomain('myapp','locale')
gettext.textdomain('myapp')
The following two shouldn't be called because glade doesn't use Python gettext.  
glade.bindtextdomain('myapp','locale')
glade.textdomain('myapp')