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)

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)

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")

从Python官方文档中：

字符串文本可以跨越多行。一种方法是使用三引号：“”“…”“”或“”“”…“”。行的结束是自动的包含在字符串中，但可以通过添加\在线路的末端。以下示例：

print("""\
Usage: thingy [OPTIONS]
     -h                        Display this usage message
     -H hostname               Hostname to connect to
""")

生成以下输出（注意，初始换行符不是包括在内）：

PEP 8风格指南建议使用括号：

包装长行的首选方式是在括号、括号和大括号内使用Python的隐含行延续。通过将表达式括在括号中，可以在多行上打断长行。应优先使用这些字符，而不是使用反斜杠作为换行符。

例子：

long_string = (
    "This is a lengthy string that takes up a lot of space. I am going to "
    "keep on typing words to fill up more and more space to show how you can "
    "split the string across multiple lines."
)

我使用递归函数来构建复杂的SQL查询。此技术通常可用于构建大型字符串，同时保持代码可读性。

# Utility function to recursively resolve SQL statements.
# CAUTION: Use this function carefully, Pass correct SQL parameters {},
# TODO: This should never happen but check for infinite loops
def resolveSQL(sql_seed, sqlparams):
    sql = sql_seed % (sqlparams)
    if sql == sql_seed:
        return ' '.join([x.strip() for x in sql.split()])
    else:
        return resolveSQL(sql, sqlparams)

P.S.：看看很棒的python-sqlparse库，如果需要，可以打印SQL查询。