Cannot create a symlink inside of /usr/bin even as sudo
When I try to symlink a binary in my /usr/bin folder, I get an Operation not permitted error:
sudo ln -s /usr/bin/python2.7 /usr/bin/python2
ln: /usr/bin/python2: Operation not permitted
Even as sudo, I get this error.
Answer
Why can't I symlink into /usr/bin?
El Capitan's new System Integrity Protection feature prevents changes to several core parts of OS X, including most of /usr/, even by root.
How can I still add executable files to my path?
Local customizations, such as what you're doing, belong in /usr/local instead. The path /usr/local/bin doesn't exist by default, but you can create it and put custom binaries (and symlinks) in it:
sudo mkdir -p /usr/local/bin
sudo ln -s /usr/bin/python2.7 /usr/local/bin/python2
Note that while /usr/local/bin doesn't exist by default, it is in the default PATH, so as soon as you create it, it'll be searched for commands.
Disabling SIP
It's also possible to disable System Integrity Protection, but it's generally best to leave it on and do customization in more appropriate locations. An Apple Stack Exchange question has more details on this: What is the Rootless Feature in El-Captain, really?.