I define a lot of model classes using peewee. ClassName.create_table() can generate the table,but only one table. How could I create all tables using a single state         
        
This snipnet will create all tables which objects are defined in the current module:
import sys
for cls in sys.modules[__name__].__dict__.values():
    try:
        if BaseModel in cls.__bases__:
            cls.create_table()
    except:
        pass
for cls in globals().values():
    if type(cls) == peewee.BaseModel:
        try:
            cls.create_table()
        except peewee.OperationalError as e:
            print(e)
Extending coleifer's answer with the assumption that all tables are grouped in one module:
import inspect
import peewee
import tables
models = [
    obj for name, obj in inspect.getmembers(
        tables, lambda obj: type(obj) == type and issubclass(obj, peewee.Model)
    )
]
peewee.create_model_tables(models)
Peewee has a helper that will create the tables in the correct order, but you still need to explicitly pass in all the models:
from peewee import *
db = SqliteDatabase(':memory:')
db.create_tables([ModelA, ModelB, ModelC])
An update for Python 3 (and everyone who comes across this question via Google like I did). If you have all models based on the main peewee Model class you can simply use:
import peewee    
models = peewee.Model.__subclasses__()
Credit to this question for the idea. They also go into more detail on how to get it to work recursively if your model is more complex.
def create_all_tables():
    for cls in sys.modules[__name__].__dict__.values():
        if hasattr(cls, '__bases__') and issubclass(cls, peewee.Model):
            if cls is not BaseModel:
                cls.create_table()
This also works for ManyToManyField's get_through_model().