py2exe File "numpy\core\multiarray.pyc", line 10, in __load ImportError: DLL load failed:
I encountered the same issue. The solution has been found on the link below :
http://comments.gmane.org/gmane.comp.python.py2exe/4847
In short, two dlls from "C:\Anaconda2\Library\bin" were missing in the "dist" output of py2exe.