for i in ...:
    for j in ...:
        for k in ...:
            if something:
                # continue loop i

In a general case, when you have multiple levels of looping and break does not work for you (because you want to continue one of the upper loops, not the one right above the current one), you can do one of the following

Refactor the loops you want to escape from into a function

def inner():
    for j in ...:
        for k in ...:
            if something:
                return


for i in ...:
    inner()

The disadvantage is that you may need to pass to that new function some variables, which were previously in scope. You can either just pass them as parameters, make them instance variables on an object (create a new object just for this function, if it makes sense), or global variables, singletons, whatever (ehm, ehm).

Or you can define inner as a nested function and let it just capture what it needs (may be slower?)

for i in ...:
    def inner():
        for j in ...:
            for k in ...:
                if something:
                    return
    inner()

Use exceptions

Philosophically, this is what exceptions are for, breaking the program flow through the structured programming building blocks (if, for, while) when necessary.

The advantage is that you don't have to break the single piece of code into multiple parts. This is good if it is some kind of computation that you are designing while writing it in Python. Introducing abstractions at this early point may slow you down.

Bad thing with this approach is that interpreter/compiler authors usually assume that exceptions are exceptional and optimize for them accordingly.

class ContinueI(Exception):
    pass


continue_i = ContinueI()

for i in ...:
    try:
        for j in ...:
            for k in ...:
                if something:
                    raise continue_i
    except ContinueI:
        continue

Create a special exception class for this, so that you don't risk accidentally silencing some other exception.

Something else entirely

I am sure there are still other solutions.

Just indent the code correctly. Python uses spaces to know which statements are in scope. If you use 4 spaces to indent code, then another 4 spaces means an inner code block (8 spaces in total). This is like nesting in a programming language like C or Java but without the "{ }". To end code block and get to outer loop just write with 4 spaces less in the next line of code.

One important thing to note is number of spaces used should be consistent. You must use consistent units of spaces. If one indent block is 4 spaces, you must use multiples of 4 to intent code in the same file. Ideally use 4 spaces as a unit of indent for statements sin same code block.

for i in range(1, 5):
    #outer loop statements here
    for j in listD:
        #inner loop statements here
        pass
    #outer loop statements again
    if smth:
        #this if block statements is part of outer loop statements
        continue 

Now continue statement gets executed after inner loop is executed. You need continue statement only if you have statements which you need to skip over.

Here's a bunch of hacky ways to do it:

1. Create a local function

   for a in b:
       def doWork():
           for c in d:
               for e in f:
                   if somecondition:
                       return # <continue the for a in b loop?>
       doWork()
   

   A better option would be to move doWork somewhere else and pass its state as arguments.

2. Use an exception

   class StopLookingForThings(Exception): pass
   
   for a in b:
       try:
           for c in d:
               for e in f:
                   if somecondition:
                       raise StopLookingForThings()
       except StopLookingForThings:
           pass