I want to create argument parser with following signature:
./myapp [-a [-b BVAL] | -c]
In other words, user could provide argument -b BVAL only in case if he provided argument -a. 
It's quite easy to create mutually exclusive group of -a and -c, but I can't figure out how to create relationship allow -b only if -a provided
You could inherit from ArgumentParser to add some custom functionality.  Here I am raising an exception, but you could modify this to implement whatever you would like.  Just change the on_dependency_error() method to suit your needs.
from argparse import ArgumentParser
class FancyParser(ArgumentParser):
    # {'b': 'a'} Where b depends on a
    dependencies = {}
    def on_dependency_error(self, arg, depends_on):
        raise FancyParser.DependencyError(
                    'Argument %s depends on %s' % (arg, depends_on))
    def add_argument(self, *args, **kwargs):
        depends_on = kwargs.get('depends_on')
        if depends_on:
            self.dependencies[kwargs.get('dest') or args[0]] = depends_on
            del kwargs['depends_on']
        return super(FancyParser, self).add_argument(*args, **kwargs)
    def parse_args(self, *args, **kwargs):
        args = super(FancyParser, self).parse_args(*args, **kwargs)
        for arg, depends_on in self.dependencies.iteritems():
            if getattr(args, arg) and not getattr(args, depends_on):
                self.on_dependency_error(arg, depends_on)
        return args
    class DependencyError(Exception):
        def __init__(self, *args, **kwargs):
            return super(FancyParser.DependencyError,
                         self).__init__(*args, **kwargs)
You can then use it like this -
args = ['-a', '-b', 'BVAL', '-c']
parser = FancyParser()
parser.add_argument('-a', dest='a', action='store_true')
parser.add_argument('-b', dest='b', depends_on='a')
parser.add_argument('-c', dest='c', action='store_true')
try:
    parser.parse_args(args)
except FancyParser.DependencyError as e:
    # Whatever here...
    pass
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