My research led me to the C standard.
Excerpt from "18.104.22.168 Translation phases":
"2. Each instance of a backslash character () immediately followed by a new-line
character is deleted, splicing physical source lines to form logical source lines.
Only the last backslash on any physical source line shall be eligible for being part of such a splice. A source file that is not empty shall end in a new-line character,
which shall not be immediately preceded by a backslash character before any such
splicing takes place."