I am using R2017b, following worked perfectly fine for me:
%# create some plot with a legend
hAx(1) = axes();
hLine(1) = plot(1:10, 'Parent',hAx(1));
set(hAx(1), 'Box','off')
legend(hLine(1), 'line')
%# copy the axis
hAx(2) = copyobj(hAx(1),gcf);
delete( get(hAx(2),'Children') ) %# delete its children
hLine(2) = plot(sin(1:10), 'Color','r', 'Parent',hAx(2));
set(hAx(2), 'Color','none', 'XTick',[], ...
'YAxisLocation','right', 'Box','off') %# make it transparent
legend(hLine(2), {'curve'}, 'Location','NorthWest', 'Color','w')
