The documentation for string escapes suggests that \uxxxx escapes can be used to generate characters in the Supplementary Multilingual Planes by using surrogate pairs:

"Individual code units which form parts of a surrogate pair can be encoded using this escape sequence."

http://docs.python.org/3/reference/lexical_analysis.html#string-and-bytes-literals

E.g. in Python 3.2:

py> '\uD80C\uDC80' == '\U00013080'
True

but that is no longer the case in Python 3.3. I suggest the documentation should just remove that note.