In python 1.x and 2.x, a trailing comma will do what you want (with the caveat mentioned by others about the extra space inserted):
print "123",
print "456"
In python 3.x — or in python 2.6-2.7 with from __future__ import print_function
— print
is a function and you should use end=""
to force no extra ending character:
print("123", end="")
print("456")
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