In a macro file, the following is legal:

%foo \
  this is a test \
  of multiline macros

However, attempting to do the same thing in a spec file:

%define foo \
   this is a test \
   of multiline macros

gives:
 1>   %define^foo \
  0< (empty)
  0<   this is a test \
line 31: Unknown tag:   this is a test \