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Description
Problem
The SVG backend supports URLs for all objects, which is quite easy as the URL is connected to the object in SVG (if I understand things correctly).
The PDF backend supports URLs for texts, but not for any other objects. One problem here is that the link seems to be connected to an area rather than an object.
It should be reasonably feasible to add support for images, markers, and bars.
Proposed solution
This is the code for adding an URL to a text object:
matplotlib/lib/matplotlib/backends/backend_pdf.py
Lines 2156 to 2167 in 3df958c
Basically, if one knows the coordinates, it should just be to copy this.