This question is already answered, but for the benefit of others looking at this question I’d like to add the following suggestion: Instead of doing the slicing yourself as suggested in the accepted answer, you might also use strptime() which is (IMHO) easier to read and perhaps the preferred way to do this conversion.
import datetime
s = "20120213"
s_datetime = datetime.datetime.strptime(s, '%Y%m%d')