For a good introduction in to using libclang and Python see here.

Assuming that you can or have built libclang with the Python bindings, below is a script that loops through all the #include statements in a single C/C++ file printing out the files they reference.

#!/usr/bin/env python
""" Usage: call with <filename>
"""

import sys
from clang.cindex import *

def list_includes(translation_unit):
  """ Find all includes within the given TranslationUnit
  """
  cursor = translation_unit.cursor

  includes = []

  for child in cursor.get_children():
    # We're only interested in preprocessor #include directives
    #
    if child.kind == CursorKind.INCLUSION_DIRECTIVE:
      # We don't want Cursors from files other than the one belonging to
      # translation_unit otherwise we get #includes for every file found
      # when clang parsed the input file.
      #
      if child.location.file != None and child.location.file.name == cursor.displayname:
        includes.append( child.displayname )

  return includes

# The name of the file in which to look for #include statements
#
source_file = sys.argv[1]

# This can be a list of compiler flags, [ '-Iinclude_path', '-DDEBUG', ]
#
parse_arguments = None

# Slightly quicker to parse as we are not interested in the contents of functions
#
parse_flags = TranslationUnit.PARSE_SKIP_FUNCTION_BODIES

source_translation_unit = TranslationUnit.from_source(
  source_file,
  parse_arguments,
  None,
  parse_flags,
  None)

source_includes = list_includes(source_translation_unit)
for include in source_includes:
  print(include)

The main advantage of this method over using regular expressions to find #includes is that the file is parsed by a fully functional C/C++ parser. If any #include is commented out or wrapped by a preprocessor condition then it will not be in the returned list of includes.

#include <map>
#if defined(WIN32)
# include <windows.h>
#endif

The header windows.h in the code above will not be returned by list_includes unless the WIN32 define is added to parse_arguments.

parse_arguments = [ '-DWIN32' ]