Can I put comments in string literals in C?

What happens if your C string literal contains comment-like delimiters?

char* my_str = "some /*string*/ with a URL";

Thankfully, this “works”. That is, this program is the same as:

char* my_str = "some /" "*string*" "/ with a URL https:/" "/";

I was concerned, because one syntax highlighter (Pygments) screws this up.