Connecting to MS SQL Server with Windows Authentication using Python?

You can specify the connection string as one long string that uses semi-colons (;) as the argument separator.

Working example:

import pyodbc
cnxn = pyodbc.connect(r'Driver=SQL Server;Server=.\SQLEXPRESS;Database=myDB;Trusted_Connection=yes;')
cursor = cnxn.cursor()
cursor.execute("SELECT LastName FROM myContacts")
while 1:
    row = cursor.fetchone()
    if not row:
        break
    print(row.LastName)
cnxn.close()

For connection strings with lots of parameters, the following will accomplish the same thing but in a somewhat more readable way:

conn_str = (
    r'Driver=SQL Server;'
    r'Server=.\SQLEXPRESS;'
    r'Database=myDB;'
    r'Trusted_Connection=yes;'
    )
cnxn = pyodbc.connect(conn_str)

(Note that there are no commas between the individual string components.)

Windows Authentication can also be specified using a keyword. Nothing functionally different from the accepted answer, I think it makes code formatting a bit easier:

cnxn = connect(driver='{SQL Server}', server='localhost', database='test',               
               trusted_connection='yes')

Just wanted to add something as I see the solutions here using localhost; in my experience, SQL Server has issues with this, not sure if its the ODBC driver or the service itse, and prefers the use of (local) if you don't want to specify the local machines name.

cnxn = connect(driver='{SQL Server}', server='(local)', database='test',               
               trusted_connection='yes')