The BZ2File class only supports one stream per file. It possible to have
multiple streams concatenated in one file, it the resulting data should
be the concatenation of all the streams. It's what the bunzip2 program
produces, for example. It's also supported by the gzip module.

Once this done, this would add the ability to open a file for appending,
by adding another stream to the file.

I'll probably try to do this, but the fact it's done in C (unlike gzip)
makes it harder, so if someone beats me to it, etc.