For more than two options, add elif (short for "else if") between them. Python checks the conditions from the top and runs the block of the first one that is true, then skips the rest:

mark = int(input("Mark: "))
if mark >= 80:
    print("Grade A")
elif mark >= 60:
    print("Grade B")
elif mark >= 40:
    print("Grade C")
else:
    print("Grade U")

With a mark of 72, mark >= 80 is false, mark >= 60 is true, so it prints Grade B and stops checking. Even though 72 is also at least 40, the Grade C line never runs.