OpenCV 3.0 LineIterator

Edit: The function line from scikit-image can make the same effect and it's faster than anything we could code.

from skimage.draw import line
# being start and end two points (x1,y1), (x2,y2)
discrete_line = list(zip(*line(*start, *end)))

Also the timeit result is quite faster. So, use this.

Old "deprecated" answer:

As previous answer says, it's not implemented so you must do it yourself. I didn't do it from scratch i just rewrote some parts of the function in a fancier and more modern way that should handle all cases correctly unlike the most voted answer that didn't work correctly for me. I took the example from here and did some cleanup and some styling. Feel free to comment it. Also i added the clipline test like in the source code that can be found in the drawing.cpp in the source code for OpenCv 4.x Thank you all for the references and the hard work.

    def bresenham_march(img, p1, p2):
        x1 = p1[0]
        y1 = p1[1]
        x2 = p2[0]
        y2 = p2[1]
        #tests if any coordinate is outside the image
        if ( 
            x1 >= img.shape[0]
            or x2 >= img.shape[0]
            or y1 >= img.shape[1]
            or y2 >= img.shape[1]
        ): #tests if line is in image, necessary because some part of the line must be inside, it respects the case that the two points are outside
            if not cv2.clipLine((0, 0, *img.shape), p1, p2):
                print("not in region")
                return

        steep = math.fabs(y2 - y1) > math.fabs(x2 - x1)
        if steep:
            x1, y1 = y1, x1
            x2, y2 = y2, x2

        # takes left to right
        also_steep = x1 > x2
        if also_steep:
            x1, x2 = x2, x1
            y1, y2 = y2, y1

        dx = x2 - x1
        dy = math.fabs(y2 - y1)
        error = 0.0
        delta_error = 0.0
        # Default if dx is zero
        if dx != 0:
            delta_error = math.fabs(dy / dx)

        y_step = 1 if y1 < y2 else -1

        y = y1
        ret = []
        for x in range(x1, x2):
            p = (y, x) if steep else (x, y)
            if p[0] < img.shape[0] and p[1] < img.shape[1]:
                ret.append((p, img[p]))
            error += delta_error
            if error >= 0.5:
                y += y_step
                error -= 1
        if also_steep:  # because we took the left to right instead
            ret.reverse()
        return ret

I compared the 4 methods provided on this page:

Using python 2.7.6 and scikit-image 0.9.3 with some minor code changes.
Image input is via OpenCV.
A line segment (1, 76) to (867, 190)

Method 1: Sci-kit Image Line
Compute time: 0.568 ms
Number of pixels found: 867
Correct start pixel: yes
Correct end pixel: yes

Method 2: Code from @trenixjetix code
There seems to be a bug where the image width and height are flipped.
Compute time: 0.476 ms
Number of pixels found: 866
Correct start pixel: yes
Correct end pixel: no, off by 1

Method 3: Code from ROS.org
https://answers.ros.org/question/10160/opencv-python-lineiterator-returning-position-information/ Compute time: 0.433 ms (should be same as method 2)
Number of pixels found: 866
Correct start pixel: yes
Correct end pixel: no, off by 1

Method 4: Code from @mohikhsan
Compute time: 0.156 ms
Number of pixels found: 866
Correct start pixel: no, off by 1
Correct end pixel: yes

Summary:
Most accurate method: Sci-kit Image Line
Fastest method: Code from @mohikhsan

It could be nice to have a python implementation that matches the OpenCV C++ implementation?
https://github.com/opencv/opencv/blob/master/modules/imgproc/src/drawing.cpp
or uses a python generator:
https://wiki.python.org/moin/Generators


I've solved my own problem. Line iterator seems to be unavailable in the cv2 library. Therefore, I made my own line iterator. No loops are used, so it should be pretty fast. Here is the code if anybody needs it:

def createLineIterator(P1, P2, img):
    """
    Produces and array that consists of the coordinates and intensities of each pixel in a line between two points

    Parameters:
        -P1: a numpy array that consists of the coordinate of the first point (x,y)
        -P2: a numpy array that consists of the coordinate of the second point (x,y)
        -img: the image being processed

    Returns:
        -it: a numpy array that consists of the coordinates and intensities of each pixel in the radii (shape: [numPixels, 3], row = [x,y,intensity])     
    """
   #define local variables for readability
   imageH = img.shape[0]
   imageW = img.shape[1]
   P1X = P1[0]
   P1Y = P1[1]
   P2X = P2[0]
   P2Y = P2[1]

   #difference and absolute difference between points
   #used to calculate slope and relative location between points
   dX = P2X - P1X
   dY = P2Y - P1Y
   dXa = np.abs(dX)
   dYa = np.abs(dY)

   #predefine numpy array for output based on distance between points
   itbuffer = np.empty(shape=(np.maximum(dYa,dXa),3),dtype=np.float32)
   itbuffer.fill(np.nan)

   #Obtain coordinates along the line using a form of Bresenham's algorithm
   negY = P1Y > P2Y
   negX = P1X > P2X
   if P1X == P2X: #vertical line segment
       itbuffer[:,0] = P1X
       if negY:
           itbuffer[:,1] = np.arange(P1Y - 1,P1Y - dYa - 1,-1)
       else:
           itbuffer[:,1] = np.arange(P1Y+1,P1Y+dYa+1)              
   elif P1Y == P2Y: #horizontal line segment
       itbuffer[:,1] = P1Y
       if negX:
           itbuffer[:,0] = np.arange(P1X-1,P1X-dXa-1,-1)
       else:
           itbuffer[:,0] = np.arange(P1X+1,P1X+dXa+1)
   else: #diagonal line segment
       steepSlope = dYa > dXa
       if steepSlope:
           slope = dX.astype(np.float32)/dY.astype(np.float32)
           if negY:
               itbuffer[:,1] = np.arange(P1Y-1,P1Y-dYa-1,-1)
           else:
               itbuffer[:,1] = np.arange(P1Y+1,P1Y+dYa+1)
           itbuffer[:,0] = (slope*(itbuffer[:,1]-P1Y)).astype(np.int) + P1X
       else:
           slope = dY.astype(np.float32)/dX.astype(np.float32)
           if negX:
               itbuffer[:,0] = np.arange(P1X-1,P1X-dXa-1,-1)
           else:
               itbuffer[:,0] = np.arange(P1X+1,P1X+dXa+1)
           itbuffer[:,1] = (slope*(itbuffer[:,0]-P1X)).astype(np.int) + P1Y

   #Remove points outside of image
   colX = itbuffer[:,0]
   colY = itbuffer[:,1]
   itbuffer = itbuffer[(colX >= 0) & (colY >=0) & (colX<imageW) & (colY<imageH)]

   #Get intensities from img ndarray
   itbuffer[:,2] = img[itbuffer[:,1].astype(np.uint),itbuffer[:,0].astype(np.uint)]

   return itbuffer