How can you create multiple cursors in Visual Studio Code

Press Alt and click. This works on Windows and Linux*, and it should work on Mac, too.

More multi-cursor features are now available in Visual Studio Code 0.2:

Multi cursor improvements
Ctrl+D (Cmd+D on Mac) selects next occurrence of word under cursor or of the current selection
Ctrl+K Ctrl+D moves last added cursor to next occurrence of word under cursor or of the current selection
The commands use matchCase by default. If the find widget is open, then the find widget settings (matchCase / matchWholeWord) will be used for determining the next occurrence
Ctrl+U (Cmd+U on Mac) undoes the last cursor action, so if you added a cursor too many or made a mistake, you can press Ctrl+U (Cmd+U on Mac) to go back to the previous cursor state.
Adding cursor up or down (Ctrl+Alt+Up / Ctrl+Alt+Down) (Cmd+Alt+Up / Cmd+Alt+Down on Mac) now reveals the last added cursor to make it easier to work with multiple cursors on more than 1 viewport height at a time (i.e. select 300 lines and only 80 fit in the viewport).

This makes it a lot easier to introduce multiple cursors

* Linux drag-window conflict:

Some distros (e.g. Ubuntu) assign window dragging to Alt+LeftMouse, which will conflict with VSCode.

So, recent versions of VSCode let you toggle between Alt+LeftMouse and Ctrl+LeftMouse under the Selection menu, as detailed in another answer.

Alternately, you could change your OS key bindings using gsettings as mentioned in another answer.

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