Here is an example of this use of quotation marks for quoted speech that extends over more than one paragraph:
Orpheus's bride, Eurydice, died on their wedding day. Stricken with grief, he went down into the kingdom of the dead and persuaded Hades to return Eurydice to the land of the living. Hades agreed, but on one condition: Orpheus had to lead Eurydice out of the underworld without looking back to see her.
Orpheus began the journey with great joy. "Dear Eurydice," he said, "I could not live without you. Praise the gods for your deliverance! Just follow me, and we will return to the land of the living. (quote remains open)For more information, see the Rules of Quoted Speech.
"Have no fear! As we leave this gloomy world behind us, I will play for you on my lyre. Yes, I will sing a song of love for you, my beloved bride, and you will follow behind me, step by step. With words of joy, I will praise the gods for their gift of life." Yet as Orpheus began to sing, he realized that he had lost the power of song.
"Oh no!" he exclaimed. "What is happening? Somehow I cannot bring myself to sing in this darkness. I feel no joy in this gloomy mist; all I know is fear. (quote remains open)
"Dear Eurydice, are you there? Speak to me, my darling! Eurydice! Can you hear me? Are you there?" At that moment, Orpheus turned back . . . and lost his Eurydice forever.
Here you see Orpheus leading Eurydice out of the underworld; visit Wikipedia for more information.