Hi @gaschka,
In your next postings please provide more detailed description of your question. In this case you're lacking information about the file structure you're using, the code that performs the import, the information on how and what have you set the environment variable for.
Regarding your question, when splitting python code into separate pieces one usually uses the concept of packages rather than raw files. Hence, your question relates to local modules you'd like to use in your script. Please, have a look at the Python Libraries Manual especially the last section about the Local Plugin Search Paths.
Another point of interest for you would be a utility function LocalImportPath that simplifies the process of importing packages.
If you have any further questions, please let me know and provide a code sketch that showcases your issue.
Cheers,
Ilia