I have never seen anyone use them.
Copied from IEEE Std 1364-2001:
2.7.1 Escaped identifiers
Escaped identifiers shall start with the backslash character (\) and end with white space (space, tab, newline). They provide a means of including any of the printable ASCII characters in an identifier (the decimal values 33 through 126, or 21 through 7E in hexadecimal).
Neither the leading backslash character nor the terminating white space is considered to be part of the identifier. Therefore, an escaped identifier \cpu3 is treated the same as a nonescaped identifier cpu3.
Example:
\busa+index
\-clock
\***error-condition***
\net1/\net2
\{a,b}
\a*(b+c)