This will dig out the first tweet in the chain.

twitter_gopher.py

# coding=utf-8

import tweepy

# == OAuth Authentication ==
#
# This mode of authentication is the new preferred way
# of authenticating with Twitter.

# The consumer keys can be found on your application's Details
# page located at https://dev.twitter.com/apps (under "OAuth settings")
consumer_key=""
consumer_secret=""

# The access tokens can be found on your applications's Details
# page located at https://dev.twitter.com/apps (located
# under "Your access token")
access_token=""
access_token_secret=""

auth = tweepy.OAuthHandler(consumer_key, consumer_secret)
auth.secure = True
auth.set_access_token(access_token, access_token_secret)

api = tweepy.API(auth)

# Put in your status ID here
status_id = ''
i = 1

while status_id:
    status = api.get_status(status_id)
    print "%d) @%s: %s" % (i, status.user.screen_name, status.text)
    if hasattr(status, 'quoted_status_id_str'):
        status_id = status.quoted_status_id_str
        i += 1
    else:
        status_id = False

print "%d tweets deep by @%s: %s" % (i, status.user.screen_name, status.text)