matplotlib - making labels for violin plots

Here is my solution for multple violin plots. Note that it grabs the patch color from the first shaded area of the given violin plot---this could be changed to do something else if there are multiple colors, or you could instead grab the color of the vertical bar with violin["cbars"].get_color().flatten().

import matplotlib.pyplot as plt
import matplotlib.patches as mpatches
import numpy as np

labels = []
def add_label(violin, label):
    color = violin["bodies"][0].get_facecolor().flatten()
    labels.append((mpatches.Patch(color=color), label))


positions = np.arange(3,13,3)
data = np.random.randn(1000, len(positions))
add_label(plt.violinplot(data, positions), "Flat")    

positions = np.arange(1, 10, 2)
data = np.random.randn(1000, len(positions)) + positions
add_label(plt.violinplot(data, positions), "Linear")

positions = np.arange(2, 11, 1)
data = np.random.randn(1000, len(positions)) + positions ** 2 / 4
add_label(plt.violinplot(data, positions), "Quadratic")

plt.legend(*zip(*labels), loc=2)

As it was mentioned in comment, some plots in matplotlib don't support legends. Documentation still provides a simple way to add custom legends for them: http://matplotlib.org/users/legend_guide.html#proxy-legend-handles

Main idea : add 'fake' objects, which can be not shown in the plot, then use it to form a handles list for legend method.

    import random
    import numpy as np
    import matplotlib.pyplot as pl
    import matplotlib.patches as mpatches
    from itertools import repeat

    red_patch = mpatches.Patch(color='red')
    # 'fake' invisible object

    pos   = [1, 2, 4, 5, 7, 8]
    label = ['plot 1','plot2','ghi','jkl','mno','pqr']
    data  = [np.random.normal(size=100) for i in pos]

    fake_handles = repeat(red_patch, len(pos))

    pl.figure()
    ax = pl.subplot(111)
    pl.violinplot(data, pos, vert=False)
    ax.legend(fake_handles, label)
    pl.show()

There is an even simpler solution than @Ian Hincks code, without using mpatches

import matplotlib.pyplot as plt
import numpy as np

positions = np.arange(3,13,3)
data = np.random.randn(1000, len(positions))
vp1 = plt.violinplot(data, positions) 

positions = np.arange(1, 10, 2)
data = np.random.randn(1000, len(positions)) + positions
vp2 = plt.violinplot(data, positions)

positions = np.arange(2, 11, 1)
data = np.random.randn(1000, len(positions)) + positions ** 2 / 4
vp3 = plt.violinplot(data, positions)

plt.legend([vp1['bodies'][0],vp2['bodies'][0], vp3['bodies'][0]], ['flat', 'linear', 'quadratic'], loc=2)[enter image description here][1]

To use the lines instead of the bodies replace vp1['bodies'][0] by vp1['cbars']

demo: violin plot with labels