Exactly as the question says. Text
widgets have the <<Modified>>
event, but Entry
widgets don't appear to.
Add a Tkinter StringVar to your Entry widget. Bind your callback to the StringVar using the trace method.
from Tkinter import *
def callback(sv):
print sv.get()
root = Tk()
sv = StringVar()
sv.trace("w", lambda name, index, mode, sv=sv: callback(sv))
e = Entry(root, textvariable=sv)
e.pack()
root.mainloop()