When an addon grows it becomes convenient to break it out into modules, do those other modules (.py files) also need a license block or is it sufficient to only put it in the __init__.py.

• Your question conflates the issue of weather to include a license block in all files with the GPL IMHO. If this is not GPL specific question you could remove that part. – ideasman42 Jun 7 '13 at 18:14
• good point. fixed. – zeffii Jun 7 '13 at 18:20
• @ideasman42, so writing Blender addons with the intent to get them in trunk or contrib, it's preferred that each file has a GPL license block? – zeffii Jun 7 '13 at 18:30
• if you want the addons to be bundled with with Blender's default installation then, yes - they have to use a GPL2+ compatible license. – ideasman42 Jun 7 '13 at 18:50
• Regarding GNU licenses, their how to page says the "statement should go near the beginning of every source file" (emphasise mine). – Aldrik Jun 8 '13 at 12:41

Some projects uses See COPYING for license in all their files, instead of full license block (and include a file thus named), but generally they put some information about license in all component source files.