End the line with a backslash '\'. The backslash is the escape character, which in this case means that you are escaping the invisible newline character that follows it. This forces the shell to temporarily ignore the enter command, allowing you to span multiple lines.
You can also enclose a string in single quotes to make it span a newline. The single, or 'hard' quote does the same thing as the backslash for every character it encloses. It escapes any special meanings they may have.
Edit: sorry, the "soft" double quotes will do it also. Double quotes are called soft because they will allow a few characters to be interpreted, like $ for variable names. And as mentioned above, certain commands will also automatically allow continuation on extra lines when they are still "incomplete".
You can read more about shell quoting and escaping here (though it's not specific to bash, the concepts are mostly the same):