今さらですが、CentOSに Ansibleをインストールしたので手順をメモっておきます
pipでインストールします
色々な方法でインストールできるみたいなので、他の方法を知りたい方は公式ページを参照ください

環境メモ

# OS
[vagrant@localhost ~]$ cat /etc/redhat-release
CentOS release 6.6 (Final) # vagrantで入れやすかったので
# Python
[vagrant@localhost ~]$ python --version
Python 2.6.6

pipのインストール

下記コマンドで一発

curl -kL https://bootstrap.pypa.io/get-pip.py | sudo python

Ansibleのインストール

sudo yum install gcc libffi-devel python-devel openssl-devel # 必要なパッケージを先にインストール
sudo pip install ansible

インストールしたバージョン

[vagrant@localhost ~]$ ansible --version
ansible 2.1.1.0
  config file =
  configured module search path = Default w/o overrides

遭遇したエラーなど

何もインストールせずに sudo pip install ansible やると下記のようなエラーでた

    build/temp.linux-x86_64-2.6/_openssl.c:70068: error: ‘_cffi_f_sk_X509_NAME_num’ undeclared here (not in a function)
    build/temp.linux-x86_64-2.6/_openssl.c:70069: error: ‘_cffi_f_sk_X509_NAME_push’ undeclared here (not in a function)
    build/temp.linux-x86_64-2.6/_openssl.c:70070: error: ‘_cffi_f_sk_X509_NAME_value’ undeclared here (not in a function)
    build/temp.linux-x86_64-2.6/_openssl.c:70071: error: ‘_cffi_f_sk_X509_REVOKED_num’ undeclared here (not in a function)
    build/temp.linux-x86_64-2.6/_openssl.c:70072: error: ‘_cffi_f_sk_X509_REVOKED_value’ undeclared here (not in a function)
    build/temp.linux-x86_64-2.6/_openssl.c:70073: error: ‘_cffi_f_sk_X509_free’ undeclared here (not in a function)
    build/temp.linux-x86_64-2.6/_openssl.c:70074: error: ‘_cffi_f_sk_X509_new_null’ undeclared here (not in a function)
    build/temp.linux-x86_64-2.6/_openssl.c:70075: error: ‘_cffi_f_sk_X509_num’ undeclared here (not in a function)
    build/temp.linux-x86_64-2.6/_openssl.c:70076: error: ‘_cffi_f_sk_X509_push’ undeclared here (not in a function)
    build/temp.linux-x86_64-2.6/_openssl.c:70077: error: ‘_cffi_f_sk_X509_value’ undeclared here (not in a function)
    build/temp.linux-x86_64-2.6/_openssl.c:70787: error: expected ‘=’, ‘,’, ‘;’, ‘asm’ or ‘__attribute__’ before ‘init_openssl’
    error: command 'gcc' failed with exit status 1

    ----------------------------------------
Command "/usr/bin/python -u -c "import setuptools, tokenize;__file__='/tmp/pip-build-lOBHHV/cryptography/setup.py';exec(compile(getattr(tokenize, 'open', open)(__file__).read().replace('\r\n', '\n'), __file__, 'exec'))" install --record /tmp/pip-phrkUY-record/install-record.txt --single-version-externally-managed --compile" failed with error code 1 in /tmp/pip-build-lOBHHV/cryptography/

↓下記コマンドで解決

sudo yum install gcc libffi-devel python-devel openssl-devel

参考↓
http://stackoverflow.com/questions/22073516/failed-to-install-python-cryptography-package-with-pip-and-setup-py