This should help you (from the pylab.figure doc):
call signature::
figure(num=None, figsize=(8, 6),
dpi=80, facecolor='w', edgecolor='k')
Create a new figure and return a
:class:matplotlib.figure.Figure
instance. If num = None, the
figure number will be incremented and
a new figure will be created.** The
returned figure objects have a
number attribute holding this number.
If you want to recall your figures in a loop then a good aproach would be to store your figure instances in a list and to call them in the loop.
>> f = pylab.figure()
>> mylist.append(f)
etc...
>> for fig in mylist:
>> fig.savefig()