A quick little function to walk through the axes in a Figure instance and label each one with annotate.

label_axes_iterate.py

import string
from itertools import cycle
from six.moves import zip

def label_axes(fig, labels=None, loc=None, **kwargs):
    """
    Walks through axes and labels each.

    kwargs are collected and passed to `annotate`

    Parameters
    ----------
    fig : Figure
         Figure object to work on

    labels : iterable or None
        iterable of strings to use to label the axes.
        If None, lower case letters are used.

    loc : len=2 tuple of floats
        Where to put the label in axes-fraction units
    """
    if labels is None:
        labels = string.ascii_lowercase
        
    # re-use labels rather than stop labeling
    labels = cycle(labels)
    if loc is None:
        loc = (.9, .9)
    for ax, lab in zip(fig.axes, labels):
        ax.annotate(lab, xy=loc,
                    xycoords='axes fraction',
                    **kwargs)

from matplotlib import pyplot as plt
fig, ax_lst = plt.subplots(3, 3)
label_axes(fig, ha='right')
plt.draw()

fig, ax_lst = plt.subplots(3, 3)
label_axes(fig, ha='left')
plt.draw()

Hi, I saw your answer on StackOverflow. Thank you for helping me out! But there is a slight problem with python 3. The problem is that string.lowercase is now deprecated in python3, so perhaps you should change

labels = string.lowercase

to

labels = string.ascii_lowercase

<3

Also came here through stack overflow, also had to change labels to string.ascii_lowercase, also very thankful for you posting your fix!

Cheers,

This labels colorbars as well, to fix, filter out colorbars from axes:

axes = [ax for ax in fig.axes if ax.get_label() != '<colorbar>']
for ax, lab in zip(axes, labels):
    ...etc...