Not directly splitting strings as such, but the re module has re.finditer() (and corresponding finditer() method on any compiled regular expression).
@Zero asked for an example:
>>> import re
>>> s = "The quick brown\nfox"
>>> for m in re.finditer('\S+', s):
... print(m.span(), m.group(0))
...
(0, 3) The
(4, 9) quick
(13, 18) brown
(19, 22) fox