How to make two markers share the same label in the legend

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Note that in recent versions of matplotlib you can achieve this using class matplotlib.legend_handler.HandlerTuple as illustrated in this answer and also in this guide:

import matplotlib.pyplot as plt
from matplotlib.legend_handler import HandlerTuple
fig, ax1 = plt.subplots(1, 1)

# First plot: two legend keys for a single entry
p2, = ax1.plot([3, 4], [2, 3], 'o', mfc="white", mec="k")
p1, = ax1.plot([1, 2], [5, 6], 's', mfc="gray", mec="gray")
# `plot` returns a list, but we want the handle - thus the comma on the left
p3, = ax1.plot([1, 5], [4, 4], "-k")
p4, = ax1.plot([2, 6], [3, 2], "-k")

# Assign two of the handles to the same legend entry by putting them in a tuple
# and using a generic handler map (which would be used for any additional
# tuples of handles like (p1, p3)).
l = ax1.legend([(p1, p2), p3], ['data', 'models'],
               handler_map={tuple: HandlerTuple(ndivide=None)})

plt.savefig("demo.png")

Example script output

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