Use parentheses:
for row in rows:
(alpha,
beta,
charlie,
delta,
echo,
foxtrot,
gamma,
horseshoe,
indigo,
jimmy,
killshot) = row
Personally, I'd probably use more than one item per line (breaking where the lines get long, or where there's a logical change in the meaning of the items), but as long as you're consistent I think the style above would be fine too.