Multiline strings in VB.NET

VB.Net has no such feature and it will not be coming in Visual Studio 2010. The feature that jirwin is refering is called implicit line continuation. It has to do with removing the _ from a multi-line statement or expression. This does remove the need to terminate a multiline string with _ but there is still no mult-line string literal in VB.

Example for multiline string

Visual Studio 2008

Dim x = "line1" & vbCrlf & _
        "line2"

Visual Studio 2010

Dim x = "line1" & vbCrlf & 
        "line2"

You can use XML Literals to achieve a similar effect:

Imports System.XML
Imports System.XML.Linq
Imports System.Core

Dim s As String = <a>Hello
World</a>.Value

Remember that if you have special characters, you should use a CDATA block:

Dim s As String = <![CDATA[Hello
World & Space]]>.Value

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2015 UPDATE:

Multi-line string literals were introduced in Visual Basic 14 (in Visual Studio 2015). The above example can be now written as:

Dim s As String = "Hello
World & Space"

MSDN article isn't updated yet (as of 2015-08-01), so check some answers below for details.

Details are added to the Roslyn New-Language-Features-in-VB-14 Github repository.