The pyplot interface to matplotlib might be the simplest way to close a figure.

import matplotlib.pyplot as plt
plt.plot([0, 1], [0, 1])
plt.close()

A specific figure can be closed by keeping its handle

import matplotlib.pyplot as plt

fig1 = plt.figure() # create first figure
plt.plot([0, 1], [0, 1])

fig2 = plt.figure() # create second figure
plt.plot([0, 1], [0, 1])

plt.close(fig1) # close first figure although second one is active