Using legend() disables alpha channel...

I am working on a plot that uses several fill() calls all of which set
some level of transparency using the "alpha" parameter.

When I added a legend to the figure the polygons made by the calls to
fill() were no longer recognizing the alpha settings.

I am using the Agg backend and the output is always generated with savefig().

Am I missing something about the configuration? How can I get
matplotlib to continue to respect the alpha setting even when calling
legend()?

Any help is appreciated!

Thanks,
Marek