Some Python modules are compiled into the interpreter itself. They are called built-in modules, not to be confused with the standard library. One can use sys.builtin_module_names to get the full list of such modules. The notable examples are sys, gc, time and so on.
Usually you don't care whether the module is built-in or not; however, you should be aware, that import always looks for a module among built-ins first. So, the built-in sys module is loaded even if you have sys.py available. On the other hand, if you have, say, datetime.py in the current directory it indeed can be loaded instead of the standard datetime module.