Organizing a long string into a list of lists
Avoid the need to escape the newlines by using Python's triple-quoted strings that can extend over multiple lines:

triangle = """
75
95 64
17 47 82
18 35 87 10
20 04 82 47 65
19 01 23 75 03 34
88 02 77 73 07 63 67
99 65 04 28 06 16 70 92
41 41 26 56 83 40 80 70 33
41 48 72 33 47 32 37 16 94 29
53 71 44 65 25 43 91 52 97 51 14
70 11 33 28 77 73 17 78 39 68 17 57
91 71 52 38 17 14 91 43 58 50 27 29 48
63 66 04 68 89 53 67 30 73 16 69 87 40 31
04 62 98 27 23 09 70 98 73 93 38 53 60 04 23
"""

Use the strip method to remove the whitespace at the beginning and end.
Use the splitlines method to split the string into lines.
Use the split method to split each line into words.
Use the built-in map function to call int on each word.


Putting that all together in a list comprehension:

&gt;&gt;&gt; [map(int, line.split()) for line in triangle.strip().splitlines()]
[[75],
 [95, 64],
 [17, 47, 82],
 [18, 35, 87, 10],
 [20, 4, 82, 47, 65],
 [19, 1, 23, 75, 3, 34],
 [88, 2, 77, 73, 7, 63, 67],
 [99, 65, 4, 28, 6, 16, 70, 92],
 [41, 41, 26, 56, 83, 40, 80, 70, 33],
 [41, 48, 72, 33, 47, 32, 37, 16, 94, 29],
 [53, 71, 44, 65, 25, 43, 91, 52, 97, 51, 14],
 [70, 11, 33, 28, 77, 73, 17, 78, 39, 68, 17, 57],
 [91, 71, 52, 38, 17, 14, 91, 43, 58, 50, 27, 29, 48],
 [63, 66, 4, 68, 89, 53, 67, 30, 73, 16, 69, 87, 40, 31],
 [4, 62, 98, 27, 23, 9, 70, 98, 73, 93, 38, 53, 60, 4, 23]]


In Python 3 map doesn't return a list, so you have to write

[list(map(int, line.split())) for line in triangle.strip().splitlines()]


instead. If you prefer a double list comprehension you can write it like this:

[[int(word) for word in line.split()] for line in triangle.strip().splitlines()]


but the version with map is shorter, and, I think, clearer.