This should work:
legend(numpoints=1)
BTW, if you add the line
legend.numpoints : 1 # the number of points in the legend line
to your matplotlibrc file, then this will be the new default.
[See also scatterpoints, depending on your plot.]
API: Link to API docs
I like to change my matplotlib rc parameters dynamically in every python script. To achieve this goal I simply use somthing like that at the beginning of my python files.
from pylab import *
rcParams['legend.numpoints'] = 1
This will apply to all plots generated from my python file.
EDIT: For those who do not like to import pylab, the long answer is
import matplotlib as mpl
mpl.rcParams['legend.numpoints'] = 1
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