How to have one colorbar for all subplots

Just place the colorbar in its own axis and use subplots_adjust to make room for it.

As a quick example:

import numpy as np
import matplotlib.pyplot as plt

fig, axes = plt.subplots(nrows=2, ncols=2)
for ax in axes.flat:
    im = ax.imshow(np.random.random((10,10)), vmin=0, vmax=1)

fig.subplots_adjust(right=0.8)
cbar_ax = fig.add_axes([0.85, 0.15, 0.05, 0.7])
fig.colorbar(im, cax=cbar_ax)

plt.show()

Note that the color range will be set by the last image plotted (that gave rise to im) even if the range of values is set by vmin and vmax. If another plot has, for example, a higher max value, points with higher values than the max of im will show in uniform color.