From the CPython`s docs:
All known built-in modules are listed in sys.builtin_module_names
Names of modules in sys.builtin_module_names
is actual only for used a Python interpreter:
A tuple of strings giving the names of all modules that are compiled into this Python interpreter
Each built-in module use the special loader while importing: BuiltinImporter
In [65]: import itertools, sys, gc
In [66]: itertools.__loader__, sys.__loader__, gc.__loader__
Out[66]:
(_frozen_importlib.BuiltinImporter,
_frozen_importlib.BuiltinImporter,
_frozen_importlib.BuiltinImporter)
In the Python 3 the number of built-in modules has slightly increased
$ python2.7 -c "import sys; print('Count built-in modules: %d' %len(sys.builtin_module_names)); print(sys.builtin_module_names)"
Count built-in modules: 51
('__builtin__', '__main__', '_ast', '_bisect', '_codecs', '_collections', '_functools', '_heapq', '_io', '_locale', '_md5', '_random', '_sha', '_sha256', '_sha512', '_socket', '_sre', '_struct', '_symtable', '_warnings', '_weakref', 'array', 'binascii', 'cPickle', 'cStringIO', 'cmath', 'datetime', 'errno', 'exceptions', 'fcntl', 'gc', 'grp', 'imp', 'itertools', 'marshal', 'math', 'operator', 'posix', 'pwd', 'select', 'signal', 'spwd', 'strop', 'sys', 'syslog', 'thread', 'time', 'unicodedata', 'xxsubtype', 'zipimport', 'zlib')
$ python3.4 -c "import sys; print('Count built-in modules: %d' %len(sys.builtin_module_names)); print(sys.builtin_module_names)"
Count built-in modules: 54
('_ast', '_bisect', '_codecs', '_collections', '_datetime', '_elementtree', '_functools', '_heapq', '_imp', '_io', '_locale', '_md5', '_operator', '_pickle', '_posixsubprocess', '_random', '_sha1', '_sha256', '_sha512', '_socket', '_sre', '_stat', '_string', '_struct', '_symtable', '_thread', '_tracemalloc', '_warnings', '_weakref', 'array', 'atexit', 'binascii', 'builtins', 'errno', 'faulthandler', 'fcntl', 'gc', 'grp', 'itertools', 'marshal', 'math', 'posix', 'pwd', 'pyexpat', 'select', 'signal', 'spwd', 'sys', 'syslog', 'time', 'unicodedata', 'xxsubtype', 'zipimport', 'zlib')
As the CPython is implemented (primary) on the C programming language, so it is not easy to find it, as example location the Python`s module sys (based on this answer):
$ locate sysmodule | grep python
/usr/include/python2.7/sysmodule.h
/usr/include/python3.4m/sysmodule.h
/usr/local/include/python3.5m/sysmodule.h
More information about getting an information about all available modules is the CPython, look in my answer here.