Para compilar vim con python soporte es necesitar tener las headers de python
apt-get install python2 python2-dev
apt-get install python3 python3-dev
Descargar el código fuente de github releases https://github.com/vim/vim/releases y descomprimir
wget https://github.com/vim/vim/archive/v8.0.0513.tar.gz
tar xvfz v8.0*
En el directorio descomprimido configurar la compilación, compilar e instalar
cd vim-8.*
./configure \
--prefix=$HOME/opt \
--with-features=huge \
--enable-pythoninterp \
--enable-python3interp \
--enable-cscope
make
make install