Πρώτα θα πρέπει να τσεκάρεις ότι έχεις εγκατεστημένο το pip.
Σε μένα (lubuntu σε virtual enviroment):
(pyser_test) xyz@toshiba:~/pyser_test$ pip install -U nltk
Downloading/unpacking nltk
Downloading nltk-3.1.tar.gz (1.1MB): 1.1MB downloaded
Running setup.py (path:/tmp/pip-build-tyo5xh7h/nltk/setup.py) egg_info for package nltk
warning: no files found matching 'README.txt'
warning: no files found matching 'Makefile' under directory '*.txt'
warning: no previously-included files matching '*~' found anywhere in distribution
Installing collected packages: nltk
Running setup.py install for nltk
warning: no files found matching 'README.txt'
warning: no files found matching 'Makefile' under directory '*.txt'
warning: no previously-included files matching '*~' found anywhere in distribution
Successfully installed nltk
Cleaning up...
(pyser_test) xyz@toshiba:~/pyser_test$ python
Python 3.4.3+ (default, Oct 14 2015, 16:03:50)
[GCC 5.2.1 20151010] on linux
Type "help", "copyright", "credits" or "license" for more information.
>>> import nltk
>>>
Επίσης, καλό θα ήταν να έγραφες τι λειτουργικό χρησιμοποιείς και τι μήνυμα σφάλματος σου βγάζει.