[python] how do I make a single legend for many subplots with matplotlib?

You just have to ask for the legend once, outside of your loop.

For example, in this case I have 4 subplots, with the same lines, and a single legend.

from matplotlib.pyplot import *

ficheiros = ['120318.nc', '120319.nc', '120320.nc', '120321.nc']

fig = figure()
fig.suptitle('concentration profile analysis')

for a in range(len(ficheiros)):
    # dados is here defined
    level = dados.variables['level'][:]

    ax = fig.add_subplot(2,2,a+1)
    xticks(range(8), ['0h','3h','6h','9h','12h','15h','18h','21h']) 
    ax.set_xlabel('time (hours)')
    ax.set_ylabel('CONC ($\mu g. m^{-3}$)')

    for index in range(len(level)):
        conc = dados.variables['CONC'][4:12,index] * 1e9
        ax.plot(conc,label=str(level[index])+'m')

    dados.close()

ax.legend(bbox_to_anchor=(1.05, 0), loc='lower left', borderaxespad=0.)
         # it will place the legend on the outer right-hand side of the last axes

show()