我知道这是一个相当古老的问题，但Python在此期间发生了变化，我看不到这个答案，所以我们开始。

另一种方法是使用\剪切当前行并移动到另一行：

print("This line will \
get carried over to\
 the new line.\
Notice how this\
word will be together because \
of no space around it")

在Python>=3.6中，可以使用格式化字符串文本（f字符串）

query= f'''SELECT   action.descr as "action"
    role.id as role_id,
    role.descr as role
    FROM
    public.role_action_def,
    public.role,
    public.record_def,
    public.action
    WHERE role.id = role_action_def.role_id AND
    record_def.id = role_action_def.def_id AND
    action.id = role_action_def.action_id AND
    role_action_def.account_id = {account_id} AND
    record_def.account_id = {account_id} AND
    def_id = {def_id}'''

我发现自己对这个很满意：

string = """This is a
very long string,
containing commas,
that I split up
for readability""".replace('\n',' ')

嗯。

我知道这个问题发布已经很久了。但我刚刚找到了我想用来为项目中的变量分配长字符串和多行字符串的样式。这需要一点额外的运行时间，但仍然保留了代码的美感，即使我将字符串分配给的变量缩进很大。

    # Suppose the following code is heavily indented
    line3header = "Third"

    variable = fr"""

First line.
Second line.
{line3header} line.
{{}} line.
...
The last line.

    """.strip()
    """A variable whose name is Variable.

    You can even add a docstring here.
    """

    variable = variable.format("Fourth")
    print(variable)
    variable += "\n"
    print(variable, end="")

就这样。

为了在字典内定义长字符串，保留换行符但省略空格，我最终以如下常量定义字符串：

LONG_STRING = \
"""
This is a long sting
that contains newlines.
The newlines are important.
"""

my_dict = {
   'foo': 'bar',
   'string': LONG_STRING
}

其他人已经提到了圆括号方法，但我想补充一点，使用圆括号时，允许内联注释。

对每个片段的注释：

nursery_rhyme = (
    'Mary had a little lamb,'          # Comments are great!
    'its fleece was white as snow.'
    'And everywhere that Mary went,'
    'her sheep would surely go.'       # What a pesky sheep.
)

继续后不允许注释：

使用反斜杠行延续符（\）时，不允许使用注释。您将收到一个SyntaxError：一行接一行的连续字符错误。

nursery_rhyme = 'Mary had a little lamb,' \  # These comments
    'its fleece was white as snow.'       \  # are invalid!
    'And everywhere that Mary went,'      \
    'her sheep would surely go.'
# => SyntaxError: unexpected character after line continuation character

Regex字符串的更好注释：

基于以下示例https://docs.python.org/3/library/re.html#re.VERBOSE,

a = re.compile(
    r'\d+'  # the integral part
    r'\.'   # the decimal point
    r'\d*'  # some fractional digits
)

# Using VERBOSE flag, IDE usually can't syntax highight the string comment.
a = re.compile(r"""\d +  # the integral part
                   \.    # the decimal point
                   \d *  # some fractional digits""", re.X)