Here you go!
# create some data to work with
x = rnorm(1000);
# overlay histogram, empirical density and normal density
p0 = qplot(x, geom = 'blank') +
geom_line(aes(y = ..density.., colour="Empirical"), stat="density") +
stat_function(fun = dnorm, aes(colour="Normal")) +
geom_histogram(aes(y = ..density..), alpha = 0.4) +
scale_colour_manual(name="Density", values = c('red', 'blue')) +
theme(legend.position = c(0.85, 0.85))
print(p0)