Technically, any odd number of backslashes, as described in the documentation.
>>> r\'\\\'
File \"\", line 1
r\'\\\'
^
Syn
The reason is explained in the part of that section which I highlighted in bold:
String quotes can be escaped with a backslash, but the backslash remains in the string; for example,
r"\""
is a valid string literal consisting of two characters: a backslash and a double quote;r"\"
is not a valid string literal (even a raw string cannot end in an odd number of backslashes). Specifically, a raw string cannot end in a single backslash (since the backslash would escape the following quote character). Note also that a single backslash followed by a newline is interpreted as those two characters as part of the string, not as a line continuation.
So raw strings are not 100% raw, there is still some rudimentary backslash-processing.