What's a good Python HMM library?
SKLearn has an amazing array of HMM implementations, and because the library is very heavily used, odds are you can find tutorials and other StackOverflow comments about it, so definitely a good start.

http://scikit-learn.sourceforge.net/stable/modules/hmm.html

PS: Right now its outdated in June 2019

As of July 2019 you can use hmmlearn (pip3 install hmmlearn)