from matplotlib.patches import ConnectionPatch
import matplotlib.pyplot as plt

fig = plt.figure(1, figsize=(6,3))
ax1 = plt.subplot(121)
xyA=(0.2, 0.2)
xyB=(0.8, 0.8)
coordsA="data"
coordsB="data"
con = ConnectionPatch(xyA, xyB, coordsA, coordsB,
                      arrowstyle="-|>", shrinkA=5, shrinkB=5,
                      mutation_scale=20, fc="w")
ax1.plot([xyA[0], xyB[0]], [xyA[1], xyB[1]], "o")
ax1.add_artist(con)

ax2 = plt.subplot(122)
#xyA=(0.7, 0.7)
xy=(0.3, 0.2)
coordsA="data"
coordsB="data"
con = ConnectionPatch(xyA=xy, xyB=xy, coordsA=coordsA, coordsB=coordsB,
                      axesA=ax2, axesB=ax1,
                      arrowstyle="->", shrinkB=5)
ax2.add_artist(con)

ax1.set_xlim(0, 1)
ax1.set_ylim(0, 1)
ax2.set_xlim(0, .5)
ax2.set_ylim(0, .5)
plt.draw()
plt.show()