How do you grep through code that lives in many different directories?

grep -r -n "PATTERN" --include="*.py" DIRECTORY

I would strongly recommend ack, a grep substitute, "aimed at programmers with large trees of heterogeneous source code" (from the website)

find DIRECTORY -name "*.py" | xargs grep PATTERN

By the way, since writing this, I have discovered ack, which is a much better solution.

(And since that edit, I have discovered ag).