The official CPAnimation classes within Core Plot are just stubs right now. At some point, we'll enable the full functionality of those.
In the meantime, every visible element in Core Plot is a Core Animation CALayer, so you can animate these using existing Core Animation methods. For example, if you have a plot called dataSourceLinePlot (like in the test Core Plot iPhone application), you could start the plot off with an opacity of 0.0:
dataSourceLinePlot.opacity = 0.0f;
[graph addPlot:dataSourceLinePlot];
and then animate its opacity to fade it in:
CABasicAnimation *fadeInAnimation = [CABasicAnimation animationWithKeyPath:@"opacity"];
fadeInAnimation.duration = 1.0f;
fadeInAnimation.removedOnCompletion = NO;
fadeInAnimation.fillMode = kCAFillModeForwards;
fadeInAnimation.toValue = [NSNumber numberWithFloat:1.0];
[dataSourceLinePlot addAnimation:fadeInAnimation forKey:@"animateOpacity"];
This will fade in a new plot on an existing graph over a one second interval. You could also do something similar to animate it in from a side or use a transform to scale it up into position. CATransitions could also be used to achieve these kind of effects.
EDIT (1/17/2010): The Core Plot iPhone test application now contains an example of the fade-in animation described above.