There is more than one way to do it.
1). A long statement:
>>> def print_something():
print 'This is a really long line,', \
'but we can make it across multiple lines.'
2). Using parenthesis:
>>> def print_something():
print ('Wow, this also works?',
'I never knew!')
3). Using \
again:
>>> x = 10
>>> if x == 10 or x > 0 or \
x < 100:
print 'True'
Quoting PEP8:
The preferred way of wrapping long lines is by using Python's implied line continuation inside parentheses, brackets and braces. If necessary, you can add an extra pair of parentheses around an expression, but sometimes using a backslash looks better. Make sure to indent the continued line appropriately. The preferred place to break around a binary operator is after the operator, not before it.