pyplot combine multiple line labels in legend

Numpy solution based on will's response above.

import numpy as np
import matplotlib.pylab as plt
a = np.array([[3.57, 1.76, 7.42, 6.52],
              [1.57, 1.20, 3.02, 6.88],
              [2.23, 4.86, 5.12, 2.81],
              [4.48, 1.38, 2.14, 0.86],
              [6.68, 1.72, 8.56, 3.23]])

plt.plot(a[:,::2].T, a[:, 1::2].T, 'r', label='data_a')
handles, labels = plt.gca().get_legend_handles_labels()

Assuming that equal labels have equal handles, get unique labels and their respective indices, which correspond to handle indices.

labels, ids = np.unique(labels, return_index=True)
handles = [handles[i] for i in ids]
plt.legend(handles, labels, loc='best')
plt.show()

I'd make a small helper function personally, if i planned on doing it often;

from matplotlib import pyplot
import numpy


a = numpy.array([[ 3.57,  1.76,  7.42,  6.52],
                 [ 1.57,  1.2 ,  3.02,  6.88],
                 [ 2.23,  4.86,  5.12,  2.81],
                 [ 4.48,  1.38,  2.14,  0.86],
                 [ 6.68,  1.72,  8.56,  3.23]])


def plotCollection(ax, xs, ys, *args, **kwargs):

  ax.plot(xs,ys, *args, **kwargs)

  if "label" in kwargs.keys():

    #remove duplicates
    handles, labels = pyplot.gca().get_legend_handles_labels()
    newLabels, newHandles = [], []
    for handle, label in zip(handles, labels):
      if label not in newLabels:
        newLabels.append(label)
        newHandles.append(handle)

    pyplot.legend(newHandles, newLabels)

ax = pyplot.subplot(1,1,1)  
plotCollection(ax, a[:,::2].T, a[:, 1::2].T, 'r', label='data_a')
plotCollection(ax, a[:,1::2].T, a[:, ::2].T, 'b', label='data_b')
pyplot.show()

An easier (and IMO clearer) way to remove duplicates (than what you have) from the handles and labels of the legend is this:

handles, labels = pyplot.gca().get_legend_handles_labels()
newLabels, newHandles = [], []
for handle, label in zip(handles, labels):
  if label not in newLabels:
    newLabels.append(label)
    newHandles.append(handle)
pyplot.legend(newHandles, newLabels)