In matplotlib, I want to make a line using matplotlib.pyplot which is alternating black and yellow dashes, and then I want to include that line on the legend. How do I do that?

I could do something like:

from matplotlib import pyplot as plt, gridspec
import numpy as np

grid = gridspec.GridSpec(1,1)
ax = plt.subplot(grid[0,0])

x = np.arange(1,11)
y = x * 2

ax.plot(x, y, '-', color = 'black', linewidth = 1, label = 'my line')
ax.plot(x, y, '--', color = 'yellow')
ax.legend()

plt.show()

but then the line on the legend would appear as a solid black line, rather than as black-and-yellow dashes.

I did look at matplotlib.path_effects but I can't work out whether it's possible to achieve what I want; I can outline or shadow the line, but I'm not sure I can overlay a differently-coloured dashed line.

Try this.

from matplotlib import pyplot as plt, gridspec, lines

import numpy as np

grid = gridspec.GridSpec(1,1)
ax = plt.subplot(grid[0,0])

x = np.arange(1,11)
y = x * 2

ax.plot(x, y, '-', color = 'black', linewidth = 5)
ax.plot(x, y, '--', color = 'lawngreen', linewidth = 5)

dotted_line1 = lines.Line2D([], [], linewidth=5, linestyle="--", dashes=(10, 1), color='lawngreen')
dotted_line2 = lines.Line2D([], [], linewidth=5, linestyle="-", dashes=(5, 4), color='black')

plt.legend([(dotted_line1, dotted_line2)], ["My Line"])
plt.show()

i increased the line width so it is clearly visible. As yellow was not that clear in a white background; changed it to green. Sorry about that. You can change colors any time any way :)