PyQtGraph opening then closing straight away

You can keep the window open by creating a QApplication at the beginning of the script and then calling its exec_() method at the end of your script, like this:

import pyqtgraph as pg
import numpy as np
import sys
from PyQt4 import QtGui

app = QtGui.QApplication(sys.argv)  # Create QApplication ***

x = np.arange(1000)
y = np.random.normal(size=(3, 1000))
plotWidget = pg.plot(title="Three plot curves")
for i in range(3):
    plotWidget.plot(x, y[i], pen=(i, 3))

# Start Qt event loop unless running in interactive mode or using pyside.
if __name__ == '__main__':
    if (sys.flags.interactive != 1) or not hasattr(QtCore, 'PYQT_VERSION'):
        app.exec_()  # Start QApplication event loop ***

I put *** on the key lines.

The problem is that the Python process finishes after the last iteration of the for loop and thus also terminates the widgets. You can use the -i switch in order to enter the interactive Python interpreter after executing the script which retains all objects that were instantiated during execution of the script:

python -i /path/to/script.py

Admittedly this is rather a workaround and pyqtgraph probably has a "native" way of achieving this (such as the show function from matplotlib.pyplot does it by default) however I couldn't find a similar function for pyqtgraph.