I had a jscript alert box being shown in one of my web projects, but I wanted to format the text so that some text appeared on a new line.  I knew the \n would insert a new line character for me, but the code was failing, not even showing the alert box.
I then remembered that you need to escape the escape sequence!  In other words, you have to put in a double slash (\\).  Here's the code:

System.Text.StringBuilder msg = new  System.Text.StringBuilder();
 
msg.Append("<script>");
 
msg.Append("alert(\"You chose date: "
Calendar1.SelectedDate.ToString("d") + ".\\n");
 
msg.Append("The earliest collection date is tomorrow 
(" + Calendar1.SelectedDate.AddDays(1).ToString("d") + ").\\n");
 
msg.Append("Please choose another date\")");
 
msg.Append("</script>");
 
Response.Write(msg.ToString());