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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_access_key_id=<access-key-id>;aws_secret_access_key=<secret-access-key>' 
delimiter '|' lzop;