documentclass{article}

usepackage{pgfplots}

% argument #1: any options
newenvironment{customlegend}[1][]{%
    begingroup
    % inits/clears the lists (which might be populated from previous
    % axes):
    csname pgfplots@init@cleared@structuresendcsname
    pgfplotsset{#1}%
}{%
    % draws the legend:
    csname pgfplots@createlegendendcsname
    endgroup
}%

% makes addlegendimage available (typically only available within an
% axis environment):
defaddlegendimage{csname pgfplots@addlegendimageendcsname}

begin{document}

thispagestyle{empty}

begin{tikzpicture}
    begin{customlegend}[legend entries={$a$,$e^x$,C,$d$}]
    addlegendimage{red,fill=black!50!red,area legend}
    addlegendimage{red,fill=black!50!red,sharp plot}
    addlegendimage{red,fill=black!50!red,mark=*,sharp plot}
    addlegendimage{red,fill=black!50!red,ybar,ybar legend}
    end{customlegend}
end{tikzpicture}

end{document}

documentclass{article}
usepackage{pgfplots}
begin{document}

begin{tikzpicture}
begin{axis}[xmin=0,xmax=10,ymin=-5,ymax=5,name=border]
end{axis}

node[below left=1mm] at (border.north east) {fbox{
begin{tabular}{@{}r@{ }l@{}}
 raisebox{2pt}{tikz{draw[black] (0,0) -- (5mm,0);}}&black\
 raisebox{2pt}{tikz{draw[red] (0,0) -- (5mm,0);}}&red\
 raisebox{2pt}{tikz{draw[green] (0,0) -- (5mm,0);}}&green\
 raisebox{2pt}{tikz{draw[blue] (0,0) -- (5mm,0);}}&blue\
end{tabular}}};

end{tikzpicture}
end{document}