Python equivalent of R's save()?

In R I can save multiple objects to harddrive using:

a = 3; b = "c", c = 2
save(a, b, filename = "filename.R")

I can then use load("filename.R") to get all objects back in workspace. Is there an equaivalent for Python?

I know I can use

import pickle
a = 3; b = "c", c = 2
with open("filename.pkl", 'wb') as f:
    pickle.dump([a,b], f)

and load it back as:

with open("filename.pkl", 'rb') as f:
    a,b = pickle.load(f)

but this requires that I know what is inside filename.pkl in order to do the assignment a,b = pickle.load(f). Is there another way of doing it that is closer to what I did in R? If not, is there a reason for this that I currently fail to see?

-- edit: I don't agree that the linked question discusses the same issue. I am not asking for all variables, only specific ones. Might well be that there is no way to dump all variables (maybe since some variables in the global env cannot be exported or whatnot...) but still possible to export some.