HoverTool for multiple data series in bokeh scatter plot

The original answer was ancient and outdated, here is how to accomplish this with any modern version of Bokeh:

from bokeh.plotting import figure, show
import numpy as np

x = np.linspace(0, 2*np.pi)
y1 = np.sin(x)
y2 = np.cos(x)

fig = figure(tools="reset", tooltips=[("x", "$x"), ("y", "$y")])
s1 = fig.scatter(x, y1, color='#0000ff', size=10, legend_label='sine')
s2 = fig.scatter(x, y2, color='#ff0000', size=10, legend_label='cosine')

show(fig)

Edit: Note that the approach below is necessary only if you want different tooltips for different glyphs. If you want the same tooltips for all glyphs, see the answer above.

---

If you want to have multiple hover tools, you need to add multiple hover tools, each configured for a different renderer. You can add them this way:

p = figure()

r1 = p.circle([1,2,3], [4,5,6], color="blue")
p.add_tools(HoverTool(renderers=[r1], tooltips=TIPS))

r2 = p.square([4,5,6], [1,2,3], color="red")
p.add_tools(HoverTool(renderers=[r2], tooltips=TIPS))