Granted, its the first item in ~/doc/FAQ.txt but it took me ~30 mins to find it after numerous google searches and futzing. Hope this helps someone who goes to google looking for the build error.
Building MySQLdb: MySQL-python-1.2.2, MySQL 5.0.37, python 2.5
/usr/bin/ld: can’t locate file for: -lmysqlclient_r
ld: fatal: library -lmysqlclient_r: not found
mysqlclient_r is the thread-safe library. It’s not available on
all platforms, or all installations, apparently. You’ll need to
reconfigure site.cfg (in MySQLdb-1.2.1 and newer) to have
threadsafe = False.
after changing to False, build and install work fine.