A great way to do it is to split them up by concatenating them across a bunch of lines, and put a brief explanation at the end of each non-obvious part (to the right, on the same line).

Plus that also lets you indent within nested parentheses, making it that much more understandable.

I'm baffled when I come across a file like this where the code itself is heavily commented, but a gnarly regex is not. Regexes are not strings, they are code -- and with their syntax, they need comments even more.