I am using Mac OS X Sierra, and I found that clang (LLVM version 8.1.0 (clang-802.0.38)) does not support OpenMP:
when I run clang -fopenmp program_name.c, I go
Conda uses clang for OSX compilation (umbrella package cxx-compiler), but I hit similar issues with using llvm-openmp and the -fopenmp flag throwing errors. Solution is rather similar to other answers, but I am including here in case others have more exactly this issue.
Specific solution was to include the Conda environment's include/ directory in the CFLAGS, namely:
CFLAGS="-I${CONDA_PREFIX}/include"
Note, I also needed to add -lstdc++ -Wl,-rpath ${CONDA_PREFIX}/lib -L${CONDA_PREFIX}/lib when linking, similar to this GitHub Issue.