How to set a single, main title above all the subplots with Pyplot?

Use pyplot.suptitle or Figure.suptitle:

import matplotlib.pyplot as plt
import numpy as np

fig=plt.figure()
data=np.arange(900).reshape((30,30))
for i in range(1,5):
    ax=fig.add_subplot(2,2,i)        
    ax.imshow(data)

fig.suptitle('Main title') # or plt.suptitle('Main title')
plt.show()

https://i.stack.imgur.com/Kq15V.png

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A few points I find useful when applying this to my own plots:

I prefer the consistency of using fig.suptitle(title) rather than plt.suptitle(title)

When using fig.tight_layout() the title must be shifted with fig.subplots_adjust(top=0.88)

See answer below about fontsizes

Example code taken from subplots demo in matplotlib docs and adjusted with a master title.

https://i.stack.imgur.com/l4yMp.png

import matplotlib.pyplot as plt
import numpy as np

# Simple data to display in various forms
x = np.linspace(0, 2 * np.pi, 400)
y = np.sin(x ** 2)

fig, axarr = plt.subplots(2, 2)
fig.suptitle("This Main Title is Nicely Formatted", fontsize=16)

axarr[0, 0].plot(x, y)
axarr[0, 0].set_title('Axis [0,0] Subtitle')
axarr[0, 1].scatter(x, y)
axarr[0, 1].set_title('Axis [0,1] Subtitle')
axarr[1, 0].plot(x, y ** 2)
axarr[1, 0].set_title('Axis [1,0] Subtitle')
axarr[1, 1].scatter(x, y ** 2)
axarr[1, 1].set_title('Axis [1,1] Subtitle')

# # Fine-tune figure; hide x ticks for top plots and y ticks for right plots
plt.setp([a.get_xticklabels() for a in axarr[0, :]], visible=False)
plt.setp([a.get_yticklabels() for a in axarr[:, 1]], visible=False)

# Tight layout often produces nice results
# but requires the title to be spaced accordingly
fig.tight_layout()
fig.subplots_adjust(top=0.88)

plt.show()

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If your subplots also have titles, you may need to adjust the main title size:

plt.suptitle("Main Title", size=16)

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