Something like print END << END; in C++?
This answer is now out of date for modern C++ - see sbi's answer for the modern way.
This is the best you can do:
std::cout <<
"This is a\n"
"multiline\n"
"string.\n";
Not as convenient as a proper heredoc, but not terrible.
C++11 has raw string literals:
// this doesn't have '\n', but '\\' and 'n'
R"(yada"yadayada\n)"
And if you need those parens, you can do that, too, using whatever you want for an end token:
// the following will be "(yada)(yada)(yada)"
R"END((yada)(yada)(yada))END"
it also works with embedded new lines:
// the following will be "\n(yada)\n(yada)\n(yada)\n"
R"END(
(yada)
(yada)
(yada)
)END"