You can do this directly if you are surrounding your multiline if statements conditions in a parenthesis. For example,
if (cond1 == 'val1' and cond2 == 'val2' and # Some comment cond3 == 'val3' and # Some comment cond4 == 'val4'):
However, this is not possible if you try to do this without a parenthesis. For example, the following code will give an error:
if cond1 == 'val1' and \ cond2 == 'val2' and \ # Some comment cond3 == 'val3' and \ # Some comment cond4 == 'val4':