How do I tokenize a string sentence in NLTK?

This is actually on the main page of nltk.org:

>>> import nltk
>>> sentence = """At eight o'clock on Thursday morning
... Arthur didn't feel very good."""
>>> tokens = nltk.word_tokenize(sentence)
>>> tokens
['At', 'eight', "o'clock", 'on', 'Thursday', 'morning',
'Arthur', 'did', "n't", 'feel', 'very', 'good', '.']