continued_ending = Literal('\\') + no_space + lineEnd
word = Word(alphas)
split_word = word + NotAny(White()) + Suppress(continued_ending)
multi_line_word = OneOrMore(split_word + NotAny(White())) + Optional(word)
multi_line_word.setParseAction(lambda t: ''.join(t))
Using pyparsing to parse a word escape-split over multiple lines