Python doesn't have a built-in equivalent to enum, and other answers have ideas for implementing your own (you may also be interested in the over the top version in the Python cookbook).
However, in situations where an enum would be called for in C, I usually end up just using simple strings: because of the way objects/attributes are implemented, (C)Python is optimized to work very fast with short strings anyway, so there wouldn't really be any performance benefit to using integers. To guard against typos / invalid values you can insert checks in selected places.
ANIMALS = ['cat', 'dog', 'python']
def take_for_a_walk(animal):
assert animal in ANIMALS
...
(One disadvantage compared to using a class is that you lose the benefit of autocomplete)
