I haven't figured out whether it is a bug or intentional (for some reason) in matplotlib, but in order to get a full legend label you need to leave a trailing comma on your list of labels:
figlegend((k),('Limit',),loc='lower center')
change that line and your code:
from pylab import *
k = plot((0, 1),(1, 1))
figlegend((k),('Limit',),loc='lower center')
savefig('test.pdf')
produces the figure:
Alternatively, one can use []
to achieve the same result:
figlegend((k),(['Limit']),loc='lower center')
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