Unlike previous attempts which used crosscompilation on Linux using Wine, this is also based on AppVeyor. Still I don't have to touch Windows to do that, what is nice :-). This has been introducted in python-gammu 2.9 and depend on Gammu 1.38.4.
What is good on this is that
pip install python-gammu should now work with binary packages if you're using Python 3.5 or 3.6.
Maybe I'll find time to look at option providing Wammu as well, but it's more tricky there as it doesn't support Python 3, while the python-gammu for Windows can currently only be built for Python 3.5 and 3.6 (due to MSVC dependencies of older Python versions).