Update a few years later: Python 3.6 now supports PEP515, and so you can use _ for float and integer literal readability improvement.
Python 3.6.1 (v3.6.1:69c0db5, Mar 21 2017, 18:41:36) [MSC v.1900 64 bit (AMD64)] on win32
Type "help", "copyright", "credits" or "license" for more information.
>>> 1_1000
11000
>>>
For historical reference, you can look at the lexical analysis for strict definitions python2.7, python3.5 ...
For python3.6.0a2 and earlier, you should get an error message similar to:
Python 3.6.0a2 (v3.6.0a2:378893423552, Jun 13 2016, 14:44:21)
[GCC 4.2.1 (Apple Inc. build 5666) (dot 3)] on darwin
Type "help", "copyright", "credits" or "license" for more information.
>>> 1_000
File "<stdin>", line 1
1_000
^
SyntaxError: invalid syntax
>>> amount = 10_000_000.0
File "<stdin>", line 1
amount = 10_000_000.0
^
SyntaxError: invalid syntax
int('100,000'.replace(',', ''))
is ok? – Smote