ax.legend place legend outside plot
import numpy as np
import matplotlib.pyplot as plt
#Define arrays x, y1, y2, y3
fig = plt.figure()
ax = fig.add_axes((0.1,0.4,0.5,0.5))
ax.plot(x1,y1,linestyle='-',label='one')
ax.plot(x1,y2,linestyle='--',label='two')
ax.plot(x1,y3,linestyle='dotted',label='three')
ax.legend(bbox_to_anchor=(1.05,1.0),loc='best')
fig.savefig('Figure1.pdf')