Can constant key input move a sprite constantly?

Question

If I want to move a sprite based on key input in pygame, is there anyway to write code so if I hold down a key, the sprite will keep moving in that direction until I release

Answer 1

The OP wants keystate polling, not KEYDOWN events.

This example shows using both key events, and key polling. You use one for 'on key press' and the other for 'while held down'.

import pygame
from pygame.locals import *

done = False    
player.pos = Rect(0,0,10,10)

while not done:
    for event in pygame.event.get():
        # any other key event input
        if event.type == QUIT:
            done = True        
        elif event.type == KEYDOWN:
            if event.key == K_ESC:
                done = True

    # get key current state
    keys = pygame.key.get_pressed()
    if keys[K_LEFT]:
        player.pos.left -= 10
    if keys[K_RIGHT]:
        player.pos.left += 10
    if keys[K_UP]:
        player.pos.top -= 10
    if keys[K_DOWN]:
        player.pos.left += 10
    if keys[K_SPACE]: 
        print 'firing gun'