@Jan Kuiken's answer is certainly well-thought and thorough, but there are some caveats:
A much simpler approach is to annotate the last point of each plot. The point can also be circled, for emphasis. This can be accomplished with one extra line:
from matplotlib import pyplot as plt
for i, (x, y) in enumerate(samples):
plt.plot(x, y)
plt.text(x[-1], y[-1], 'sample {i}'.format(i=i))
A variant would be to use ax.annotate
.