Do you merely want to print the string that way, or do you want that to be the internal representation of the string? If the latter, create it as a raw string by prefixing it with r: r"Hello\tWorld\nHello World".
>>> a = r"Hello\tWorld\nHello World"
>>> a # in the interpreter, this calls repr()
'Hello\\tWorld\\nHello World'
>>> print a
Hello\tWorld\nHello World
Also, \s is not an escape character, except in regular expressions, and then it still has a much different meaning than what you're using it for.