The easiest way to do it would be to just double down on your slashes, since "\\" is considered a single slash character.
machines=['\\\\JIM-PC','\\\\SUE-PC','\\\\ANN-PC']
for machine in machines:
print 'Machine Found %s' % (machine)
You could also use the method str.encode('string-escape'):
machines=['\\JIM-PC','\\SUE-PC','\\ANN-PC']
for machine in machines:
print 'Machine Found %s' % (machine.encode('string-escape'))
Alternatively, you could assign the value as well, if you want the encoding to stick to the variables for later use.
machines=['\\JIM-PC','\\SUE-PC','\\ANN-PC']
for machine in machines:
machine = machine.encode('string-escape')
print 'Machine Found %s' % (machine)
I found the str.encode('string-escape') method here: casting raw strings python
Hope this helps.
Edit
Re Chris: print(repr(machine)) works too, as long as you don't mind that it includes the quote marks.