This might be something wrong with the way fink has built GTK, but the following warnings are showing up for me:
/opt/lib/python2.5/site-packages/matplotlib/backends/backend_gtk.py:72: GtkWarning: Unable to find default local directory monitor type
gtk.main()
/opt/lib/python2.5/site-packages/matplotlib/backends/backend_gtk.py:1033: GtkWarning: Unable to find default local directory monitor type
if self.run() != int(gtk.RESPONSE_OK):
-gideon