Python here document without newlines at top and bottom
How about this?
print '''
dog
cat
'''[1:-1]
Or so long as there's no indentation on the first line or trailing space on the last:
print '''
dog
cat
'''.strip()
Or even, if you don't mind a bit more clutter before and after your string in exchange for being able to nicely indent it:
from textwrap import dedent
...
print dedent('''
dog
cat
rabbit
fox
''').strip()
Add backslash \ at the end of unwanted lines:
text = '''\
cat
dog\
'''
It is somewhat more readable.