Beginning in Python 3.10, `match`, `case` and `_` are "soft keywords", i.e. they are considered keywords only in specific parts of the syntax.

However, they cannot be tagged with a :keyword:`...` role in our docs.

This appears to be due to not appearing in the list of keywords in the Python lexer in Pygments, which is used by Sphinx.

I've opened an issue on the Pygments repo about this:
https://github.com/pygments/pygments/issues/1797

I'm not sure this is a Pygments or Sphinx bug. The documentation for the :keyword: role[1] says:

   This creates a link to a reference label with that name, if it exists.


Looking at the documentation source for "Compound statements"[2] each section for a particular keyword is preceded by a reference label for the relevant keyword(s).

So for "match" and "case" all that's needed is to put the label before the section of the docs talking about them.
In fact, it seems that "match" does have a label[3], and I can link to it successfully; it's just "case" and "_" that don't work

"_" is more tricky, as you can't have a reference label called that. However, if you pick another name for the label (say, "underscore") you can use that as the target name and still have "_" as the text like so:

    :keyword:`_ <underscore>`


[1] https://www.sphinx-doc.org/en/master/usage/restructuredtext/roles.html#role-keyword
[2] https://raw.githubusercontent.com/python/cpython/main/Doc/reference/compound_stmts.rst
[3] https://github.com/python/cpython/blame/main/Doc/reference/compound_stmts.rst#L514

Thanks Dominic, it seems that you're absolutely right!