Fix Python – How do I capture SIGINT in Python?

I’m working on a python script that starts several processes and database connections. Every now and then I want to kill the script with a Ctrl+C signal, and I’d like to do some cleanup.
In Perl I’d do this:
$SIG{‘INT’} = ‘exit_gracefully’;

sub exit_gracefully {
print “Caught ^C \n”;
exit (0);

How do I do the analogue of this in Python….