Matplotlib histogram with multiple legend entries

According to me you just need to pass the required label as an argument in the hist function, e.g.

plt.hist(x, bins=20, alpha=0.5, label='my label')

See example also here https://matplotlib.org/examples/statistics/histogram_demo_multihist.html

You would need to create the legend yourself. To this end, create some rectangles, which are not shown in the figure (so called proxy artists).

#create legend
handles = [Rectangle((0,0),1,1,color=c,ec="k") for c in [low,medium, high]]
labels= ["low","medium", "high"]
plt.legend(handles, labels)

Complete example:

import matplotlib.pyplot as plt
import numpy as np
from matplotlib.patches import Rectangle

data = np.random.rayleigh(size=1000)*35

N, bins, patches = plt.hist(data, 30, ec="k")

cmap = plt.get_cmap('jet')
low = cmap(0.5)
medium =cmap(0.25)
high = cmap(0.8)


for i in range(0,4):
    patches[i].set_facecolor(low)
for i in range(4,11):
    patches[i].set_facecolor(medium)
for i in range(11,30):
    patches[i].set_facecolor(high)

#create legend
handles = [Rectangle((0,0),1,1,color=c,ec="k") for c in [low,medium, high]]
labels= ["low","medium", "high"]
plt.legend(handles, labels)

plt.xlabel("Watt Hours", fontsize=16)  
plt.ylabel("Households", fontsize=16)
plt.xticks(fontsize=14)  
plt.yticks(fontsize=14)

plt.gca().spines["top"].set_visible(False)  
plt.gca().spines["right"].set_visible(False)

plt.show()