I thought about adding something new to this answer, so I don't feel as bad... Here is a Swift answer:
import Cocoa
let paragraphStyle = NSMutableParagraphStyle()
paragraphStyle.lineSpacing = 40
let attrString = NSMutableAttributedString(string: "Swift Answer")
attrString.addAttribute(.paragraphStyle, value:paragraphStyle, range:NSMakeRange(0, attrString.length))
var tableViewCell = NSTableCellView()
tableViewCell.textField.attributedStringValue = attrString
"Short answer: you can't. To change the spacing between lines of text, you will have to subclass UILabel and roll your own drawTextInRect, or create multiple labels."
This is a really old answer, and other have already addded the new and better way to handle this.. Please see the up to date answers provided below.