In [9]:
fig, ax = plt.subplots()
p1 = ax.scatter([0.1],[0.5],c='r',marker='s')
p2 = ax.scatter([0.3],[0.2],c='b',marker='o')
l = ax.legend([(p1,p2)],['points'],scatterpoints=2)

With above code, a TupleHandler is used to create legend handles which simply overplot two handles (there are red squares behind the blue circles if you look carefylly. What you want to do is make the second marker of first handle and the first marker of the second handle invisible. Unfortunately, the TupleHandler is a rather recent addition and you need a special function to get all the handles. Otherwise, you can use the Legend.legendHandles attribute (it only show the first handle for the TupleHandler).

In [2]:
def get_handle_lists(l):
    """returns a list of lists of handles.
    tree = l._legend_box.get_children()[1]

    for column in tree.get_children():
        for row in column.get_children():
            yield row.get_children()[0].get_children()
In [6]:
handles_list = list(get_handle_lists(l))
handles = handles_list[0] # handles is a list of two PathCollection.
                          # The first one is for red squares, and the second
                          # is for blue circles.
handles[0].set_facecolors(["r", "none"]) # for the fist
					 # PathCollection, make the
					 # second marker invisible by
					 # setting their facecolor and
					 # edgecolor to "none."
handles[0].set_edgecolors(["k", "none"])
handles[1].set_facecolors(["none", "b"])
handles[1].set_edgecolors(["none", "k"])
In [ ]: