You probably have more than one curves in each color
hdata = plot(T3_All(mask),Tmax_All(mask),'o');
hlin = plot(T3_All,Res_Lin,'k');
hpwrd = plot(T3_All,Res_Pwr,'g');
hexp = plot(T3_All,Res_Exp,'r');
xlabel('T3 (K)'),ylabel('Residuals (K)');
h = [hdata(1) hlin(1) hpwrd(1) hexp(1)];
legend(h, 'Data','Linear','Power','Exponential','location','E')