If the statement would be correct without continuation, you need to use \. Therefore, the following works without a backslash, as you can't end a command with a &&:

echo 1 &&
echo 2
Here, you need the backslash:

echo 1 2 3 \
4
or

echo 1 \
&& echo 2
Otherwise, bash would execute the command right after processing the first line without waiting for the next one.