I just saw this message on the rdkit mailing list and I thought I'd flag it.
I've noticed a problem with anaconda python on the Mac. This may also be a problem on linux, but I haven't tested that yet.
Due to some changes in the way the anaconda team is doing python builds, the most recent conda python builds seem to no longer work with the RDKit. The symptom is an error message like "Fatal Python error: PyThreadState_Get: no current thread" when you try to import the rdkit.
I've observed this for the newest 3.5 (3.5.4-hf91e95415) and 3.6 (3.6.2-hd0bf7f115) builds. A workaround is to downgrade to 3.5.3 (conda install python=3.5.3) or 3.6.1 (conda install python=3.6.1).