pyplot の fill_between を使う。
例
from matplotlib import pyplot as plt
data_x = [25,26,27]
data_y = [19,41,50]
data_y2 = [40,20,17]
data_y3 = [18,25,37]
plt.plot(data_x,data_y, linestyle='solid', marker='o')
plt.fill_between(data_x,data_y, alpha=0.2)
plt.plot(data_x,data_y2, linestyle='dashed', marker='o')
plt.fill_between(data_x,data_y2, alpha=0.2)
plt.show()