How can I run a Makefile in setup.py?

The method I normally use is to override the command in question:

from distutils.command.install import install as DistutilsInstall

class MyInstall(DistutilsInstall):
    def run(self):
        do_pre_install_stuff()
        DistutilsInstall.run(self)
        do_post_install_stuff()

...

setup(..., cmdclass={'install': MyInstall}, ...)

This took me quite a while to figure out from the distutils documentation and source, so I hope it saves you the pain.

Note: you can also use this cmdclass parameter to add new commands.