To exit a script you can use,
import sys
sys.exit()
You can also provide an exit status value, usually an integer.
import sys
sys.exit(0)
Exits with zero, which is generally interpreted as success. Non-zero codes are usually treated as errors. The default is to exit with zero.
import sys
sys.exit("aa! errors!")
Prints "aa! errors!" and exits with a status code of 1.
There is also an _exit() function in the os module. The sys.exit() function raises a SystemExit exception to exit the program, so try statements and cleanup code can execute. The os._exit() version doesn't do this. It just ends the program without doing any cleanup or flushing output buffers, so it shouldn't normally be used.
The Python docs indicate that os._exit() is the normal way to end a child process created with a call to os.fork(), so it does have a use in certain circumstances.