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Traditionally, paragraphs in speech are rendered like this:

The professor harumphed. "It's not as easy as that.

"English grammar is surprisingly complicated. Why, only yesterday..."

That is, only having a closing quotation mark at the end of the block and omitting the ones in paragraphs inside the spoken text.

Is this still a thing these days? Text rendering does change over time --- why, I remember the days when you pluralised numbers with apostrophes ('Personally, I quite like 4's and 5's.') and was quite glad when that went away.

It does look kind of weird, and as a whole I tend to rearrange my prose not to need it (e.g. adding a 'he said' to the first paragraph), but I dislike changing my writing style just because of a text rendering issue. If it's not a thing, what's the current approach?

(Note to mods: I've tagged this with 'grammar' because I can't think of anything more appropriate --- feel free to retag.)

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Yes, fiction authors are still using it.

Marius Hancu
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    This is a terribly spartan answer. Furthermore, it gives too small a piece of the truth: this practice is by no means whatsoever limited to works of fiction. It is standard written English. Documenting that with proper references would make this comment an actual answer. – tchrist Apr 13 '15 at 02:15