use LineCollection
:
import numpy as np
import pylab as pl
from matplotlib import collections as mc
lines = [[(0, 1), (1, 1)], [(2, 3), (3, 3)], [(1, 2), (1, 3)]]
c = np.array([(1, 0, 0, 1), (0, 1, 0, 1), (0, 0, 1, 1)])
lc = mc.LineCollection(lines, colors=c, linewidths=2)
fig, ax = pl.subplots()
ax.add_collection(lc)
ax.autoscale()
ax.margins(0.1)
here is the output: