This is just for the sake of future googlers of this thread. The correct mysql command is:
ursor.execute('create table if not exists Passengers (id int(11) auto_increment primary key, flights_id int(11) not null, customer_id int(11) not null, foreign key (flights_id) references Flights (id), foreign key (customer_id) references Customers (id), name varchar(40), weight int, price float(6,2)) engine=InnoDB;') beno