I upgraded to Fedora Core 3 and hence spent some time

    > rebuiding all of the Python modules I use frequently...

Makes you wish for a good python package manager ...

    > In order to compile matplotlib, I had to install pycxx as a
    > separate package. I noticed that there was a cxx directory
    > in the matplotlib tree, but it didn't seem to be using it.

    > I got it to compile and it seems to be working. This
    > message is just for someone's information to point out the
    > dependency, or the fact that the stuff in the cxx directory
    > doesn't seem to be satisfying it.

You shouldn't need a separate pycxx - all the cxx requirements ship
with matplotlib, and the paths to them are hardwired in the
file. Try this ( I know you already got it working but it would be
helpful for me if there is a problem to know the source of it)

1) get a new copy of matplotlib (perhaps you got an incomplete
    download) -

2) unpack it in a new directory so that you have a clean build tree

3) rm -rf your site-packages/matplotlib tree

4) python build. If the build fails, please capture the
    standard output and standard error from the build process and send
    it to me.