I was using Eclipse, and including the path to the root dir (nltk or site-packages) did not work. However, making jar files of both the nltk directory and the yaml directory did work. Example,
jar -cf nltk.jar /Library/Frameworks/Python.framework/Versions/7.0/lib/python2.7/site-packages/nltk
jar -cf yaml.jar /Library/Frameworks/Python.framework/Versions/7.0/lib/python2.7/site-packages/yaml
Then in my Jython code I had to add the jar files, which I added to the project's lib dir,
sys.path.append("/Users/peter/phd/lib/yaml.jar")
sys.path.append("/Users/peter/phd/lib/nltk.jar")
In addition to this I had to use the Eclipse import archive file feature to get it to see the NLTK modules.
Had a bit of a struggle with this, so hope it saves someone else some time.