data_files = [('', ['config.json']), ('db', ['db/prs.db']), ('templates',
    glob.glob('templates/*.*')), ('static', glob.glob('static/*.*  ')), (
    'static/css', glob.glob('static/css/*.*')), ('static/js', glob.glob(
    'static/js/*.*')), ('static/js/libs', glob.glob('static/js/libs/*.*')),
    ('static/img', glob.glob('static/img/*.*'))]
setup(console=['prs.py'], options={'py2exe': {'includes': ['demjson'],
    'packages': ['sqlalchemy.dialects.sqlite']}}, data_files=data_files)
pyinstaller с нетривиальной структурой каталогов