PYTHON setup.py build_ext --inplace

######## setup.py ########

from Cython.Build import cythonize
from Cython.Distutils.extension import Extension

import sys
sys.path.append("path")

ext_modules = [
    Extension("a", ["a.pyx"]),
    Extension("b", ["b.pyx"]),
    Extension("c", ["c.pyx"]),
]

ext_modules = cythonize(ext_modules, include_path=["include"])


######## a.pyx ########
# Implicit cimport looking in include_path
cdef my_type foo

######## include/a.pxd ########
ctypedef int my_type

######## b.pyx ########
# Explicit cimport looking in sys.path
from b cimport *
cdef my_type foo

######## path/b.pxd ########
ctypedef int my_type

######## c.pyx ########
# Implicit cimport NOT looking in sys.path

######## path/c.pxd ########
+++syntax error just to show that this file is not actually cimported+++