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A multiline string with quotes next to the ending quote is not parsed 
correctly:
In [1]: """A "test""""
------------------------------------------------------------
 File "<ipython console>", line 1
 """A "test""""
 ^
<type 'exceptions.SyntaxError'>: EOL while scanning single-quoted string
Is this normal behaviour? It seems to me like the parser should parse 
everything inside the triple double quotes (there is no ambiguity).

There is an ambiguity: did you mean """ " or " """ (spaces added for
clarity). Python does not count quotes, parentheses or similar in
strings, so the first occurrence of """ will close the literal.
You can either use triple single quotes, or escape the first quote, like
that: """A "test\"""".

Hmm, what would be the meaning of """ " in this particular context? I 
can't think of a situation where
"""A test""" "
would be valid code.

The last quote starts another string literal, so this is valid Python:
"""A "test"""" B"
and results in a string 'A "test B'. The lexer cannot know whether the
second string literal is terminated or not, yielding valid or invalid code.

Ah, interesting, I had forgotten that adjacent strings are merged. 
Thanks.