You can use ax.figure.savefig():
import pandas as pd
s = pd.Series([0, 1])
ax = s.plot.hist()
ax.figure.savefig('demo-file.pdf')
This has no practical benefit over ax.get_figure().savefig() as suggested in Philip Cloud's answer, so you can pick the option you find the most aesthetically pleasing. In fact, get_figure() simply returns self.figure:
# Source from snippet linked above
def get_figure(self):
"""Return the `.Figure` instance the artist belongs to."""
return self.figure