http://matplotlib.org/examples/lines_bars_and_markers/fill_demo.html
http://matplotlib.org/examples/lines_bars_and_markers/fill_demo_features.html

Both examples show fill behaving more or less as fill_between would, and it took me a while to realize that this is because the first and last points plotted both have y=0 and thus the line closing the polygon is at y=0. Perhaps a different example would be clearer?