I don\'t know how this thing is called, or even how to describe it, so the title may be a little bit misleading. The first attached graph was created with pyplot.
I would try axvline(x, y1, y2) (link), but I don't think any of the options in pyplot will draw something that spans across several subplots/graphs.
axvline(x, y1, y2)
If that's the case, I would just try drawing the same vertical line at each point in the graph, hoping that the same intent is conveyed to the viewer.