How to install all the boost development libraries?

I am having trouble installing boost library completely it fails/skips several things that seem to be key for me to continue on to compiling a program with it. Here is what I get when I install boost,

gcc.compile.c++ bin.v2/libs/iostreams/build/gcc-4.6/release/threading-multi/bzip2.o
libs/iostreams/src/bzip2.cpp:20:56: fatal error: bzlib.h: No such file or directory
compilation terminated.

    "g++"  -ftemplate-depth-128 -O3 -finline-functions -Wno-inline -Wall -pthread -fPIC  -DBOOST_ALL_NO_LIB=1 -DBOOST_IOSTREAMS_DYN_LINK=1 -DBOOST_IOSTREAMS_USE_DEPRECATED -DNDEBUG  -I"." -c -o "bin.v2/libs/iostreams/build/gcc-4.6/release/threading-multi/bzip2.o" "libs/iostreams/src/bzip2.cpp"

...failed gcc.compile.c++ bin.v2/libs/iostreams/build/gcc-4.6/release/threading-multi/bzip2.o...
...skipped <pbin.v2/libs/iostreams/build/gcc-4.6/release/threading-multi>libboost_iostreams.so.1.50.0 for lack of <pbin.v2/libs/iostreams/build/gcc-4.6/release/threading-multi>bzip2.o...
...skipped <p/usr/local/lib>libboost_iostreams.so.1.50.0 for lack of <pbin.v2/libs/iostreams/build/gcc-4.6/release/threading-multi>libboost_iostreams.so.1.50.0...
...skipped <p/usr/local/lib>libboost_iostreams.so for lack of <p/usr/local/lib>libboost_iostreams.so.1.50.0...
gcc.compile.c++ bin.v2/libs/iostreams/build/gcc-4.6/release/link-static/threading-multi/bzip2.o
libs/iostreams/src/bzip2.cpp:20:56: fatal error: bzlib.h: No such file or directory
compilation terminated.

    "g++"  -ftemplate-depth-128 -O3 -finline-functions -Wno-inline -Wall -pthread  -DBOOST_ALL_NO_LIB=1 -DBOOST_IOSTREAMS_USE_DEPRECATED -DNDEBUG  -I"." -c -o "bin.v2/libs/iostreams/build/gcc-4.6/release/link-static/threading-multi/bzip2.o" "libs/iostreams/src/bzip2.cpp"

...failed gcc.compile.c++ bin.v2/libs/iostreams/build/gcc-4.6/release/link-static/threading-multi/bzip2.o...
...skipped <pbin.v2/libs/iostreams/build/gcc-4.6/release/link-static/threading-multi>libboost_iostreams.a(clean) for lack of <pbin.v2/libs/iostreams/build/gcc-4.6/release/link-static/threading-multi>bzip2.o...
...skipped <pbin.v2/libs/iostreams/build/gcc-4.6/release/link-static/threading-multi>libboost_iostreams.a for lack of <pbin.v2/libs/iostreams/build/gcc-4.6/release/link-static/threading-multi>bzip2.o...
...skipped <p/usr/local/lib>libboost_iostreams.a for lack of <pbin.v2/libs/iostreams/build/gcc-4.6/release/link-static/threading-multi>libboost_iostreams.a...
...failed updating 2 targets...
...skipped 6 targets...

Ive tried re-installing zlib, and other archive tools like bzip2 but no luck.

Package libboost-all-dev installs all the development libraries. Excerpt of the package description:

This metapackage provides the complete Boost development environment, including all separately-packaged libraries.

Install it with:

sudo apt-get install libboost-all-dev

If it fails to locate the package, make sure the universe repository is enabled.

Headers are located in /usr/include/boost and libraries in /usr/lib/x86_64-linux-gnu or /usr/lib/i386-linux-gnu.

Not specific to Boost, but to get the header files (e.g.: bzlib.h) for a library, you need to install the dev packages for it:

sudo apt-get install libbz2-dev

Generally, to find in what package(s) a file is contained, use apt-file:

sudo apt-get install apt-file
apt-file update
apt-file search bzlib.h

I think there's a meta package for boost libraries though, although I don't remember the name for it.