zsh lets you edit multiline shell commands as a unit.  If you up-arrow, you get all the lines of the block popped up, with the cursor on the last line.  Further arrow keys will navigate within the multiline text block, with an up-arrow from the first line taking you to the next previous shell command, and enter within the block will re-execute the entire modified multiline command.  I haven't used IDLE recently enough to remember how that compares to how IDLE works.