How can I break out of multiple loops?

My first instinct would be to refactor the nested loop into a function and use return to break out.

Here's another approach that is short. The disadvantage is that you can only break the outer loop, but sometimes it's exactly what you want.

for a in xrange(10):
    for b in xrange(20):
        if something(a, b):
            # Break the inner loop...
            break
    else:
        # Continue if the inner loop wasn't broken.
        continue
    # Inner loop was broken, break the outer.
    break

This uses the for / else construct explained at: Why does python use 'else' after for and while loops?

Key insight: It only seems as if the outer loop always breaks. But if the inner loop doesn't break, the outer loop won't either.

The continue statement is the magic here. It's in the for-else clause. By definition that happens if there's no inner break. In that situation continue neatly circumvents the outer break.

PEP 3136 proposes labeled break/continue. Guido rejected it because "code so complicated to require this feature is very rare". The PEP does mention some workarounds, though (such as the exception technique), while Guido feels refactoring to use return will be simpler in most cases.

First, ordinary logic is helpful.

If, for some reason, the terminating conditions can't be worked out, exceptions are a fall-back plan.

class GetOutOfLoop( Exception ):
    pass

try:
    done= False
    while not done:
        isok= False
        while not (done or isok):
            ok = get_input("Is this ok? (y/n)")
            if ok in ("y", "Y") or ok in ("n", "N") : 
                done= True # probably better
                raise GetOutOfLoop
        # other stuff
except GetOutOfLoop:
    pass

For this specific example, an exception may not be necessary.

On other other hand, we often have "Y", "N" and "Q" options in character-mode applications. For the "Q" option, we want an immediate exit. That's more exceptional.