I've had the same problem in the past bundling reportlab with py2exe. It imports of a bunch of modules dynamically, which py2exe does not recognize when assembling the dependencies. The brute-force fix is to import the required modules directly in your code:
from reportlab.pdfbase import _fontdata_enc_winansi
from reportlab.pdfbase import _fontdata_enc_macroman
from reportlab.pdfbase import _fontdata_enc_standard
from reportlab.pdfbase import _fontdata_enc_symbol
from reportlab.pdfbase import _fontdata_enc_zapfdingbats
from reportlab.pdfbase import _fontdata_enc_pdfdoc
from reportlab.pdfbase import _fontdata_enc_macexpert
from reportlab.pdfbase import _fontdata_widths_courier
from reportlab.pdfbase import _fontdata_widths_courierbold
from reportlab.pdfbase import _fontdata_widths_courieroblique
from reportlab.pdfbase import _fontdata_widths_courierboldoblique
from reportlab.pdfbase import _fontdata_widths_helvetica
from reportlab.pdfbase import _fontdata_widths_helveticabold
from reportlab.pdfbase import _fontdata_widths_helveticaoblique
from reportlab.pdfbase import _fontdata_widths_helveticaboldoblique
from reportlab.pdfbase import _fontdata_widths_timesroman
from reportlab.pdfbase import _fontdata_widths_timesbold
from reportlab.pdfbase import _fontdata_widths_timesitalic
from reportlab.pdfbase import _fontdata_widths_timesbolditalic
from reportlab.pdfbase import _fontdata_widths_symbol
from reportlab.pdfbase import _fontdata_widths_zapfdingbats
A search also shows that Sankar found another solution, which is including the following packages in the setup script:
packages=[
'reportlab',
'reportlab.graphics.charts',
'reportlab.graphics.samples',
'reportlab.graphics.widgets',
'reportlab.graphics.barcode',
'reportlab.graphics',
'reportlab.lib',
'reportlab.pdfbase',
'reportlab.pdfgen',
'reportlab.platypus',
],