Edit seaborn legend

If legend_out is set to True then legend is available thought g._legend property and it is a part of a figure. Seaborn legend is standard matplotlib legend object. Therefore you may change legend texts like:

import seaborn as sns

tips = sns.load_dataset("tips")
g = sns.lmplot(x="total_bill", y="tip", hue="smoker",
 data=tips, markers=["o", "x"], legend_out = True)

# title
new_title = 'My title'
g._legend.set_title(new_title)
# replace labels
new_labels = ['label 1', 'label 2']
for t, l in zip(g._legend.texts, new_labels): t.set_text(l)

sns.plt.show()

Another situation if legend_out is set to False. You have to define which axes has a legend (in below example this is axis number 0):

import seaborn as sns

tips = sns.load_dataset("tips")
g = sns.lmplot(x="total_bill", y="tip", hue="smoker",
 data=tips, markers=["o", "x"], legend_out = False)

# check axes and find which is have legend
leg = g.axes.flat[0].get_legend()
new_title = 'My title'
leg.set_title(new_title)
new_labels = ['label 1', 'label 2']
for t, l in zip(leg.texts, new_labels): t.set_text(l)
sns.plt.show()

Moreover you may combine both situations and use this code:

import seaborn as sns

tips = sns.load_dataset("tips")
g = sns.lmplot(x="total_bill", y="tip", hue="smoker",
 data=tips, markers=["o", "x"], legend_out = True)

# check axes and find which is have legend
for ax in g.axes.flat:
    leg = g.axes.flat[0].get_legend()
    if not leg is None: break
# or legend may be on a figure
if leg is None: leg = g._legend

# change legend texts
new_title = 'My title'
leg.set_title(new_title)
new_labels = ['label 1', 'label 2']
for t, l in zip(leg.texts, new_labels): t.set_text(l)

sns.plt.show()

This code works for any seaborn plot which is based on Grid class.

Took me a while to read through the above. This was the answer for me:

import seaborn as sns
import matplotlib.pyplot as plt
tips = sns.load_dataset("tips")

g = sns.lmplot(
    x="total_bill", 
    y="tip", 
    hue="smoker", 
    data=tips,  
    legend=False
)

plt.legend(title='Smoker', loc='upper left', labels=['Hell Yeh', 'Nah Bruh'])
plt.show(g)

Reference this for more arguments: matplotlib.pyplot.legend

If you just want to change the legend title, you can do the following:

import seaborn as sns
import matplotlib.pyplot as plt
tips = sns.load_dataset("tips")

g = sns.lmplot(
    x="total_bill", 
    y="tip", 
    hue="smoker", 
    data=tips,  
    legend=True
)

g._legend.set_title("New Title")