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You will get this error if your SSL certificates are missing.

root@0c988f5d8e4c:/# apt remove ca-certificates 
Reading package lists... Done
Building dependency tree       
Reading state information... Done
The following packages were automatically installed and are no longer required:
  file libexpat1 libexpat1-dev libffi6 libmagic1 libpython-all-dev libpython-dev libpython-stdlib libpython2.7 libpython2.7-dev
  libpython2.7-minimal libpython2.7-stdlib libsqlite3-0 libssl1.0.0 mime-support openssl python python-all python-all-dev python-dev
  python-minimal python-pkg-resources python-setuptools python-wheel python2.7 python2.7-dev python2.7-minimal
Use 'apt autoremove' to remove them.
The following packages will be REMOVED:
  ca-certificates python-pip python-pip-whl
0 upgraded, 0 newly installed, 3 to remove and 35 not upgraded.
After this operation, 2351 kB disk space will be freed.
Do you want to continue? [Y/n] 
(Reading database ... 16375 files and directories currently installed.)
Removing python-pip (8.1.1-2ubuntu0.4) ...
Removing python-pip-whl (8.1.1-2ubuntu0.4) ...
Removing ca-certificates (20160104ubuntu1) ...
Removing dangling symlinks from /etc/ssl/certs... done.
root@0c988f5d8e4c:/# rosdep update
reading in sources list data from /etc/ros/rosdep/sources.list.d
Warning: running 'rosdep update' as root is not recommended.
  You should run 'sudo rosdep fix-permissions' and invoke 'rosdep update' again without sudo.
ERROR: unable to process source [https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/osx-homebrew.yaml]:
    <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)> (https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/osx-homebrew.yaml)
ERROR: unable to process source [https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/base.yaml]:
    <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)> (https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/base.yaml)
ERROR: unable to process source [https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/python.yaml]:
    <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)> (https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/python.yaml)
ERROR: unable to process source [https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/ruby.yaml]:
    <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)> (https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/ruby.yaml)
ERROR: unable to process source [https://raw.githubusercontent.com/ros/rosdistro/master/releases/fuerte.yaml]:
    Failed to download target platform data for gbpdistro:
    <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)>
Query rosdistro index https://raw.githubusercontent.com/ros/rosdistro/master/index.yaml
ERROR: error loading sources list:
    <urlopen error <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)> (https://raw.githubusercontent.com/ros/rosdistro/master/index.yaml)>
root@0c988f5d8e4c:/#

This is possibly related to: #264341

You will get this error if your SSL certificates are missing.

root@0c988f5d8e4c:/# apt remove ca-certificates 
Reading package lists... Done
Building dependency tree       
Reading state information... Done
The following packages were automatically installed and are no longer required:
  file libexpat1 libexpat1-dev libffi6 libmagic1 libpython-all-dev libpython-dev libpython-stdlib libpython2.7 libpython2.7-dev
  libpython2.7-minimal libpython2.7-stdlib libsqlite3-0 libssl1.0.0 mime-support openssl python python-all python-all-dev python-dev
  python-minimal python-pkg-resources python-setuptools python-wheel python2.7 python2.7-dev python2.7-minimal
Use 'apt autoremove' to remove them.
The following packages will be REMOVED:
  ca-certificates python-pip python-pip-whl
0 upgraded, 0 newly installed, 3 to remove and 35 not upgraded.
After this operation, 2351 kB disk space will be freed.
Do you want to continue? [Y/n] 
(Reading database ... 16375 files and directories currently installed.)
Removing python-pip (8.1.1-2ubuntu0.4) ...
Removing python-pip-whl (8.1.1-2ubuntu0.4) ...
Removing ca-certificates (20160104ubuntu1) ...
Removing dangling symlinks from /etc/ssl/certs... done.
root@0c988f5d8e4c:/# rosdep update
reading in sources list data from /etc/ros/rosdep/sources.list.d
Warning: running 'rosdep update' as root is not recommended.
  You should run 'sudo rosdep fix-permissions' and invoke 'rosdep update' again without sudo.
ERROR: unable to process source [https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/osx-homebrew.yaml]:
    <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)> (https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/osx-homebrew.yaml)
ERROR: unable to process source [https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/base.yaml]:
    <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)> (https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/base.yaml)
ERROR: unable to process source [https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/python.yaml]:
    <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)> (https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/python.yaml)
ERROR: unable to process source [https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/ruby.yaml]:
    <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)> (https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/ruby.yaml)
ERROR: unable to process source [https://raw.githubusercontent.com/ros/rosdistro/master/releases/fuerte.yaml]:
    Failed to download target platform data for gbpdistro:
    <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)>
Query rosdistro index https://raw.githubusercontent.com/ros/rosdistro/master/index.yaml
ERROR: error loading sources list:
    <urlopen error <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)> (https://raw.githubusercontent.com/ros/rosdistro/master/index.yaml)>
root@0c988f5d8e4c:/#

This is possibly related to: #264341#263604

You will get this error if your SSL certificates are missing.

root@0c988f5d8e4c:/# apt remove ca-certificates 
Reading package lists... Done
Building dependency tree       
Reading state information... Done
The following packages were automatically installed and are no longer required:
  file libexpat1 libexpat1-dev libffi6 libmagic1 libpython-all-dev libpython-dev libpython-stdlib libpython2.7 libpython2.7-dev
  libpython2.7-minimal libpython2.7-stdlib libsqlite3-0 libssl1.0.0 mime-support openssl python python-all python-all-dev python-dev
  python-minimal python-pkg-resources python-setuptools python-wheel python2.7 python2.7-dev python2.7-minimal
Use 'apt autoremove' to remove them.
The following packages will be REMOVED:
  ca-certificates python-pip python-pip-whl
0 upgraded, 0 newly installed, 3 to remove and 35 not upgraded.
After this operation, 2351 kB disk space will be freed.
Do you want to continue? [Y/n] 
(Reading database ... 16375 files and directories currently installed.)
Removing python-pip (8.1.1-2ubuntu0.4) ...
Removing python-pip-whl (8.1.1-2ubuntu0.4) ...
Removing ca-certificates (20160104ubuntu1) ...
Removing dangling symlinks from /etc/ssl/certs... done.
root@0c988f5d8e4c:/# rosdep update
reading in sources list data from /etc/ros/rosdep/sources.list.d
Warning: running 'rosdep update' as root is not recommended.
  You should run 'sudo rosdep fix-permissions' and invoke 'rosdep update' again without sudo.
ERROR: unable to process source [https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/osx-homebrew.yaml]:
    <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)> (https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/osx-homebrew.yaml)
ERROR: unable to process source [https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/base.yaml]:
    <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)> (https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/base.yaml)
ERROR: unable to process source [https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/python.yaml]:
    <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)> (https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/python.yaml)
ERROR: unable to process source [https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/ruby.yaml]:
    <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)> (https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/ruby.yaml)
ERROR: unable to process source [https://raw.githubusercontent.com/ros/rosdistro/master/releases/fuerte.yaml]:
    Failed to download target platform data for gbpdistro:
    <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)>
Query rosdistro index https://raw.githubusercontent.com/ros/rosdistro/master/index.yaml
ERROR: error loading sources list:
    <urlopen error <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)> (https://raw.githubusercontent.com/ros/rosdistro/master/index.yaml)>
root@0c988f5d8e4c:/#

This is possibly related to: #263604http://answers.ros.org/question/263604/is-there-a-way-arround-rosdep-inititialize

Make sure that you have the SSL certificates installed correctly.

sudo apt-get install ca-certificates

You will get this error if your SSL certificates are missing. Here's my example reproducing in a docker container:

root@0c988f5d8e4c:/# apt remove ca-certificates 
Reading package lists... Done
Building dependency tree       
Reading state information... Done
The following packages were automatically installed and are no longer required:
  file libexpat1 libexpat1-dev libffi6 libmagic1 libpython-all-dev libpython-dev libpython-stdlib libpython2.7 libpython2.7-dev
  libpython2.7-minimal libpython2.7-stdlib libsqlite3-0 libssl1.0.0 mime-support openssl python python-all python-all-dev python-dev
  python-minimal python-pkg-resources python-setuptools python-wheel python2.7 python2.7-dev python2.7-minimal
Use 'apt autoremove' to remove them.
The following packages will be REMOVED:
  ca-certificates python-pip python-pip-whl
0 upgraded, 0 newly installed, 3 to remove and 35 not upgraded.
After this operation, 2351 kB disk space will be freed.
Do you want to continue? [Y/n] 
(Reading database ... 16375 files and directories currently installed.)
Removing python-pip (8.1.1-2ubuntu0.4) ...
Removing python-pip-whl (8.1.1-2ubuntu0.4) ...
Removing ca-certificates (20160104ubuntu1) ...
Removing dangling symlinks from /etc/ssl/certs... done.
root@0c988f5d8e4c:/# rosdep update
reading in sources list data from /etc/ros/rosdep/sources.list.d
Warning: running 'rosdep update' as root is not recommended.
  You should run 'sudo rosdep fix-permissions' and invoke 'rosdep update' again without sudo.
ERROR: unable to process source [https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/osx-homebrew.yaml]:
    <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)> (https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/osx-homebrew.yaml)
ERROR: unable to process source [https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/base.yaml]:
    <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)> (https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/base.yaml)
ERROR: unable to process source [https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/python.yaml]:
    <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)> (https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/python.yaml)
ERROR: unable to process source [https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/ruby.yaml]:
    <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)> (https://raw.githubusercontent.com/ros/rosdistro/master/rosdep/ruby.yaml)
ERROR: unable to process source [https://raw.githubusercontent.com/ros/rosdistro/master/releases/fuerte.yaml]:
    Failed to download target platform data for gbpdistro:
    <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)>
Query rosdistro index https://raw.githubusercontent.com/ros/rosdistro/master/index.yaml
ERROR: error loading sources list:
    <urlopen error <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)> (https://raw.githubusercontent.com/ros/rosdistro/master/index.yaml)>
root@0c988f5d8e4c:/#

This is possibly related to: http://answers.ros.org/question/263604/is-there-a-way-arround-rosdep-inititialize