Unpickling of pre 0.15 gzip-compressed objects not possible
I pickled and gzip_compressed DataFrames in a tuple pre-0.15

```
with gzip.open('/tmp/test.pklz', 'wb') as datafile:
    pickle.dump((df1,df2), datafile)
```

Pre-0.15 i would load them again like:

```
with gzip.open('/tmp/test.pklz', 'rb') as datafile:
    df1, df2 = pickle.load(datafile)
```

Now after updating pandas, I can't load them back anyme:

```
>> TypeError: _reconstruct: First argument must be a sub-type of ndarray
```

If I directly try pd.read_pickle, it can't decrompress the file properly:

```
 df1, df2= pd.read_pickle('/tmp/test.pklz')
>> KeyError: '\x1f'
```

Reading the decompressed file does not work too:

```
with gzip.open('/tmp/test.pklz', 'rb') as datafile:
    df1, df2 = pd.read_pickle(datafile)
>> TypeError: coercing to Unicode: need string or buffer, GzipFile found
```

Is there any solution for this? This seems to be a serious issue for backwards compatibility if you need to downgrade pandas again to get the data back if there is no backup in other formats.
