If the strings you are concatenating are literals, use String literal concatenation
re.compile(
        "[A-Za-z_]"       # letter or underscore
        "[A-Za-z0-9_]*"   # letter, digit or underscore
    )
This is useful if you want to comment on part of a string (as above) or if you want to use raw stringsor triple quotes for part of a literal but not all.
Since this happens at the syntax layer it uses zero concatenation operators.