Update:
ECMAScript 6 (ES6) introduces a new type of literal, namely template literals. They have many features, variable interpolation among others, but most importantly for this question, they can be multiline.
A template literal is delimited by backticks:
var html = `
<div>
<span>Some HTML here</span>
</div>
`;
(Note: I'm not advocating to use HTML in strings)
Browser support is OK, but you can use transpilers to be more compatible.
Original ES5 answer:
Javascript doesn't have a here-document syntax. You can escape the literal newline, however, which comes close:
"foo
bar"
与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…