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I'd find I need to used numbered list where the numbered item appears on its own line above the text it relates to. For example, in a contract I might have:

Article I
Definitions

Article II
Purchase & Sale

Is there any way to include the line break between "Article X" and the name of that Article as part of the list style? I've tried typing or pasting in carriage returns and line breaks without success.

(Another situation like this is needing to type numbered paragraphs where the number appears centered on its own line above the paragraph to which it relates. I can do this using two separate styles, but it's clumsy.)

To start with the last example; since your paragraph number is centered, and the following text left aligned you are just going to have to use two paragraphs. Feel free to call this "clumsy", if you like. It seems pretty normal to me. Make sure to attach the relevant following style to the style you use for the centered paragraph number style.

In the case of your "Article X" number, depending on the formatting you can use either two styles—requiring a "hard" return—, or use a "soft" return. The automatic numbering always uses a tab, and there is no way to change that, so you will have to add the return yourself.
But a way to get this to be more automatic would be to use Glossary entries. Just put the autonumber and the attached return as a Glossary item and insert that instead of directly using the style.

HTH