Amazon Redshift
Database Developer Guide (API Version 2012-12-01)

Loading Compressed Data Files from Amazon S3

To load data files that are compressed using gzip, lzop, or bzip2, include the corresponding option: GZIP, LZOP, or BZIP2.

COPY does not support files compressed using the lzop --filter option.

For example, the following command loads from files that were compressing using lzop.

copy customer from 's3://mybucket/customer.lzo' 
credentials '<aws-auth-args>' 
delimiter '|' lzop;