Matplotlib legends in subplot

This should work:

ax1.plot(xtr, color="r", label="HHZ 1")
ax1.legend(loc="upper right")
ax2.plot(xtr, color="r", label="HHN")
ax2.legend(loc="upper right")
ax3.plot(xtr, color="r", label="HHE")
ax3.legend(loc="upper right")