How to break a line of chained methods in Python?

You could use additional parentheses:

subkeyword = (
        Session.query(Subkeyword.subkeyword_id, Subkeyword.subkeyword_word)
        .filter_by(subkeyword_company_id=self.e_company_id)
        .filter_by(subkeyword_word=subkeyword_word)
        .filter_by(subkeyword_active=True)
        .one()
    )

This is a case where a line continuation character is preferred to open parentheses. The need for this style becomes more obvious as method names get longer and as methods start taking arguments:

subkeyword = Session.query(Subkeyword.subkeyword_id, Subkeyword.subkeyword_word) \
                    .filter_by(subkeyword_company_id=self.e_company_id)          \
                    .filter_by(subkeyword_word=subkeyword_word)                  \
                    .filter_by(subkeyword_active=True)                           \
                    .one()

PEP 8 is intend to be interpreted with a measure of common-sense and an eye for both the practical and the beautiful. Happily violate any PEP 8 guideline that results in ugly or hard to read code.

That being said, if you frequently find yourself at odds with PEP 8, it may be a sign that there are readability issues that transcend your choice of whitespace :-)

My personal choice would be:

subkeyword = Session.query(
    Subkeyword.subkeyword_id,
    Subkeyword.subkeyword_word,
).filter_by(
    subkeyword_company_id=self.e_company_id,
    subkeyword_word=subkeyword_word,
    subkeyword_active=True,
).one()

Just store the intermediate result/object and invoke the next method on it, e.g.

q = Session.query(Subkeyword.subkeyword_id, Subkeyword.subkeyword_word)
q = q.filter_by(subkeyword_company_id=self.e_company_id)
q = q.filter_by(subkeyword_word=subkeyword_word)
q = q.filter_by(subkeyword_active=True)
subkeyword = q.one()