This happens on windows with VS 2015 doing a debug build of opencv 3.0 with python 3.4 bindings. The release build is ok (well, after removing the opencv_perf_core and opencv_test_core projects, but that is another bug mentioned elsewhere). The problem is that there is no such file in the python distribution, it only has the release version, python34.lib. However, I really don't see where python34_d.lib comes from: the settings for the linker in the opencv_python3 project, even for the debug build, have python34.lib. The only two places where I can see python34_d.lib are somewhere in the body of cv2.obj, as '/DEFAULTLIB:"python34_d.lib"', and in pyconfig.h, included (via python.h) in cv2.cpp, but frankly I would expect the linker directive to take precedence. Copying python34.lib to python34_d.lib doesn't help, which I find rather weird.
I understand that VS2015 is not yet officially supported (there are no binaries in the distribution), but at some points we surely want to add that support so I hope that this post will add something to that effort.