If you create a figure, you can get the available supported file format with the canvas object :
import matplotlib.pyplot as plt
fig = plt.figure()
print fig.canvas.get_supported_filetypes()
>>> {
'svgz': 'Scalable Vector Graphics',
'ps': 'Postscript',
'emf': 'Enhanced Metafile',
'rgba': 'Raw RGBA bitmap',
'raw': 'Raw RGBA bitmap',
'pdf': 'Portable Document Format',
'svg': 'Scalable Vector Graphics',
'eps': 'Encapsulated Postscript',
'png': 'Portable Network Graphics'
}
and it will list all the formats in which you can output your current object.