Multiple variables in a 'with' statement?

It is possible in Python 3 since v3.1 and Python 2.7. The new with syntax supports multiple context managers:

with A() as a, B() as b, C() as c:
    doSomething(a,b,c)

Unlike the contextlib.nested, this guarantees that a and b will have their __exit__()'s called even if C() or it's __enter__() method raises an exception.

You can also use earlier variables in later definitions (h/t Ahmad below):

with A() as a, B(a) as b, C(a, b) as c:
    doSomething(a, c)

As of Python 3.10, you can use parentheses:

with (
    A() as a, 
    B(a) as b, 
    C(a, b) as c,
):
    doSomething(a, c)

contextlib.nested supports this:

import contextlib

with contextlib.nested(open("out.txt","wt"), open("in.txt")) as (file_out, file_in):

   ...

Update:
To quote the documentation, regarding contextlib.nested:

Deprecated since version 2.7: The with-statement now supports this functionality directly (without the confusing error prone quirks).

See Rafał Dowgird's answer for more information.

Since Python 3.3, you can use the class ExitStack from the contextlib module.

It can manage a dynamic number of context-aware objects, which means that it will prove especially useful if you don't know how many files you are going to handle.

The canonical use-case that is mentioned in the documentation is managing a dynamic number of files.

with ExitStack() as stack:
    files = [stack.enter_context(open(fname)) for fname in filenames]
    # All opened files will automatically be closed at the end of
    # the with statement, even if attempts to open files later
    # in the list raise an exception

Here is a generic example:

from contextlib import ExitStack

class X:
    num = 1

    def __init__(self):
        self.num = X.num
        X.num += 1

    def __repr__(self):
        cls = type(self)
        return '{cls.__name__}{self.num}'.format(cls=cls, self=self)

    def __enter__(self):
        print('enter {!r}'.format(self))
        return self.num

    def __exit__(self, exc_type, exc_value, traceback):
        print('exit {!r}'.format(self))
        return True

xs = [X() for _ in range(3)]

with ExitStack() as stack:
    print(stack._exit_callbacks)
    nums = [stack.enter_context(x) for x in xs]
    print(stack._exit_callbacks)
print(stack._exit_callbacks)
print(nums)

Output:

deque([])
enter X1
enter X2
enter X3
deque([<function ExitStack._push_cm_exit.<locals>._exit_wrapper at 0x7f5c95f86158>, <function ExitStack._push_cm_exit.<locals>._exit_wrapper at 0x7f5c95f861e0>, <function ExitStack._push_cm_exit.<locals>._exit_wrapper at 0x7f5c95f86268>])
exit X3
exit X2
exit X1
deque([])
[1, 2, 3]

Note that if you split the variables into lines, prior to Python 3.10 you must use backslashes to wrap the newlines.

with A() as a, \
     B() as b, \
     C() as c:
    doSomething(a,b,c)

Parentheses don't work, since Python creates a tuple instead.

with (A(),
      B(),
      C()):
    doSomething(a,b,c)

Since tuples lack a __enter__ attribute, you get an error (undescriptive and does not identify class type):

AttributeError: __enter__

If you try to use as within parentheses, Python catches the mistake at parse time:

with (A() as a,
      B() as b,
      C() as c):
    doSomething(a,b,c)

SyntaxError: invalid syntax

When will this be fixed?

This issue is tracked in https://bugs.python.org/issue12782.

Python announced in PEP 617 that they would replace the original parser with a new one. Because Python's original parser is LL(1), it cannot distinguish between "multiple context managers" with (A(), B()): and "tuple of values" with (A(), B())[0]:.

The new parser can properly parse multiple context managers surrounded by parentheses. The new parser has been enabled in 3.9. It was reported that this syntax will still be rejected until the old parser is removed in Python 3.10, and this syntax change was reported in the 3.10 release notes. But in my testing, it works in trinket.io's Python 3.9.6 as well.