This could work:
import pylab
fig = pylab.figure()
figlegend = pylab.figure(figsize=(3,2))
ax = fig.add_subplot(111)
lines = ax.plot(range(10), pylab.randn(10), range(10), pylab.randn(10))
figlegend.legend(lines, ('one', 'two'), 'center')
fig.show()
figlegend.show()
figlegend.savefig('legend.png')
