If I understand this correctly, you want an animation with fixed xlim, but you do not want to set the xdata and ydata (I agree with Chad Greene that this is the way to go, but I understand your commment about your students).
I guess that you're plotting plots in a loop, to form the animation. So why not setting the desired xlim after each plot, instead of holding it and deleting it?
It is not optimal, but it should not make much difference if you're grabbing frames for a movie.
If you are just "showing" a movie, it won't look very good, though. Maybe you can pause the loop for a tiny while after each xlim. I think you need also drawnow.
figure(1)
clf
for n=1:10
plot(1:10,(1:10)*n);
axis([1 10 1 100]);
drawnow;
pause(.2);
end
