Blaise, use
data1 = 10*ones(10,4)+randn(10,4);
t1 = (0:1:9);
figure();
p1 = plot(t1,data1,'bo');
hold on
data2 = 25*ones(100,4)+2*randn(100,4);
t2 = (0:0.1:9.9);
p2 = plot(t2,data2,'rx');
legend([p1(1),p2(1)],'From data1','From data2');
The issue here is that the first plot already contains four data sets. With two legend entries you only get a legend for the first two data sets in the first plot, which is why they are both marked the same, with a blue circle.
