ogr - OSR Python testSR.ImportFromEPSG(4326) returns empty spatial reference

This is empty using Python .ImportFromEPSG(4326):

import osr

#this fails:
testSR = osr.SpatialReference()
testSR.ImportFromEPSG(4326)
print testSR.ExportToPrettyWkt()

#why did the import from EPSG fail above?
testSR.SetWellKnownGeogCS("WGS84")
print testSR.ExportToPrettyWkt()
GEOGCS["WGS 84",
DATUM["WGS_1984", and so on...