Python issue #6454 (http://bugs.python.org/issue6454) states that there should be an "Examples" section, created via an "examples" keyword in the Optparse constructor.
A broader approach would be to allow *any* new group. For example, quite common in GNU man pages are sections "Examples", "Author", "Bugs", "Copyright" and so forth.
One possible way to achieve that would be a new subclass like, e.g., OptionSection:
section = OptionSection(title, description)
parser.add_section(OptionSection)
That would lead to a rendering like
Usage: example [options]
...
My Title:
My description lorem ipsum dolor sit...