>>> print(r'\')
      
SyntaxError: EOL while scanning string literal
>>> print(r'\'')
\'
>>>

I think it should be

    >>> print(r'\')
    \
    >>> print(r'\'')

    SyntaxError: EOL while scanning string literal
    >>>

This is by design and documented:
http://docs.python.org/reference/lexical_analysis.html

"""
String quotes can be escaped with a backslash, but the backslash remains in the string; for example, r"\"" is a valid string literal consisting of two characters: a backslash and a double quote; r"\" is not a valid string literal (even a raw string cannot end in an odd number of backslashes).
Specifically, a raw string cannot end in a single backslash (since the backslash would escape the following quote character). Note also that a single backslash followed by a newline is interpreted as those two characters as part of the string, not as a line continuation.
"""

Sorry for my poor english and thank you for the answer.
Since I'm a perler, I think this is counterintuitive.
(In perl:
    print '\';  #print \
    print '\''; #error
    print "\""; #print "
    print "\";  #error
)

To a pythonista, the perl behavior is counter-intuitive :)

That said, the behavior of r'\' *is* somewhat counter-intuitive.  See issue 1271 for a fairly thorough exploration of why it is the way it is.