from: http://eventespresso.com/topic/show-calender-legend-on-bottom-of-the-side/

move_calendar_legend.php

<?php
//* Please do NOT include the opening php tag, except of course if you're starting with a blank file

function my_move_calendar_category_legend() {
    if(is_page('calendar')) { // replace calendar with your calendar page's slug
    ?>
    <script>
    jQuery( document ).ready(function($) {
        $('#espresso-category-legend').insertAfter('#espresso_calendar');
    });
    </script>
    <?php 
    }
}
add_action( 'wp_print_footer_scripts', 'my_move_calendar_category_legend');