The issue here is that each legend needs to be associated with an axis. There is no built-in way to create an "overall legend". But it is perfectly fine to use a legend associated with a subplot as an overall legend. You will have to play with the legend's position to achieve the desired look.
The easiest way to do it is manually, by dragging the legend inside the figure.
It is a bit more involved programmatically. Here is an example:
subplot(2, 2, 1)
A = rand(10, 3);
plot(A, '-o')
hold on
b = rand(10, 1);
plot(b, '-k', 'LineWidth', 3)
subplot(2, 2, 2)
A = rand(10, 3);
plot(A, '-o')
hold on
b = rand(10, 1);
plot(b, '-k', 'LineWidth', 3)
subplot(2, 2, 3)
A = rand(10, 3);
plot(A, '-o')
hold on
b = rand(10, 1);
plot(b, '-k', 'LineWidth', 3)
subplot(2, 2, 4)
A = rand(10, 3);
plot(A, '-o', 'DisplayName', 'Data')
hold on
b = rand(10, 1);
plot(b, '-k', 'LineWidth', 4, 'DisplayName', 'Trend')
% add a bit space to the figure
fig = gcf;
fig.Position(3) = fig.Position(3) + 250;
% add legend
Lgnd = legend('show');
Lgnd.Position(1) = 0.01;
Lgnd.Position(2) = 0.4;
