As reported here http://stackoverflow.com/questions/13405651/markerfacecolor-ignoring-saturation-value-python-matplotlib

plt.errorbar(1,1,1,markerfacecolor=[1,0,0,0.1], color=[1,0,0,0.1], marker='o')

produces a marker with alpha = 1

plt.errorbar(1,1,1,markeredgecolor=[0,1,0,0.1], color=[1,0,0,0.1], marker='o')

produces markers with the specified alpha.

tested on 1.3.x (9f2cb13)