Matplotlib savefig with a legend outside the plot

The problem is that when you plot dynamically, matplotlib determines the borders automatically to fit all your objects.
When you save a file, things are not being done automatically, so you need to specify
the size of your figure, and then the bounding box of your axes object.
Here is how to correct your code:

import matplotlib.pyplot as pyplot

x = [0, 1, 2, 3, 4]
y = [xx*xx for xx in x]

fig = pyplot.figure(figsize=(3,3))
ax  = fig.add_subplot(111)

#box = ax.get_position()
#ax.set_position([0.3, 0.4, box.width*0.3, box.height])
# you can set the position manually, with setting left,buttom, witdh, hight of the axis
# object
ax.set_position([0.1,0.1,0.5,0.8])
ax.plot(x, y)
leg = ax.legend(['abc'], loc="center left", bbox_to_anchor = (1.0, 0.5))

fig.savefig('aaa.png')