title: Multiple titles in legend in matplotlib
body: <p>Is it possible to put multiple "titles" in a legend in matplotlib?
  What I want is something like:</p>
  
  <pre><code>Title 1
  x label 1
  o label2
  
  Title 2
  ^ label 3
  v label 4
  
  ...
  </code></pre>
  
  <p>in case I have 4 curves or more. Because if I use more than 1 legend, it is difficult to get them aligned properly setting the positions manually.</p>