According to table in
http://docs.python.org/ref/strings.html, the list of
valid escape sequences in strings does not include \0.
 It appears that the parser actually allows \n for
values of n in the range 0-7, but this is not documented.

Many people with exposure to C expect \0 to be valid
(and it does work, after all!).  A quick grep on my
system finds many libraries use \0 in string literals,
including:
  - Twisted
  - HTMLgen
  - PIL
  - numarray
  - Reportlab
  - and of course the standard library: tarfile, gzip,
pystone, binhex,  and others.

I suggest the documentation be updated to officially
support \0 as a valid escape.  I don't care as much
about \1 through to \7... I was surprised they worked
(and then surprised that \8 and \9 didn't), and I think
they might as well be deprecated, but I don't care much
either way.

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Look at the table of escapes again, especially the line with 
footnotes 3 and 5; that line documents the octal escapes, 
including all cases you've mentioned here.

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So it does.  I suck.  Thanks Tim!