Is there a way to define new statements like def, with, for of my own in Python? Of course, I don't mean to override the existing statements, only create some of my own.
If so, how do I do it? Can you point me to good docs on the subject?
While you can't modify the syntax of Python itself (without recompiling as Alex has mentioned), you can use metaprogramming techniques. Below is a link to a presentation on creating a DSL in Python.
http://blog.brianbeck.com/post/53538107/python-dsl-i
If you're not married to Python, Ruby is a great language for defining DSL's, as it has broader metaprogramming capabilities.
http://www.themomorohoax.com/2009/02/25/how-to-write-a-clean-ruby-dsl-rails
Ren'Py is an example of an extension for Python that allows custom statements by implementing its own parser and compiler.