It is available in statsmodels.
http://statsmodels.sourceforge.net/devel/stats.html#multiple-tests-and-multiple-comparison-procedures
http://statsmodels.sourceforge.net/devel/generated/statsmodels.sandbox.stats.multicomp.multipletests.html
and some explanations, examples and Monte Carlo
http://jpktd.blogspot.com/2013/04/multiple-testing-p-value-corrections-in.html