Use the package subfig:

#+latex_header: \usepackage{subfig}

And create an image:

import pylab as pl
import numpy as np
x = np.random.random(size=(2,1000))
pl.scatter(x[0,:], x[1,:], marker=".")
pl.savefig("test.png")
print "\label{fig:image}"
print "[[./test.png]]"

\label{fig:image}

Image: \ref{fig:image}

#+BEGIN_LaTeX
\begin{figure}\centering
\subfloat[A gull]{\label{fig:latex-gull} 
\includegraphics[width=0.3\textwidth]{test}
} 
\subfloat[A tiger]{\label{fig:latex-tiger} 
\includegraphics[width=0.3\textwidth]{test}
} 
\subfloat[A mouse]{\label{fig:latex-mouse} 
\includegraphics[width=0.3\textwidth]{test}
}
\caption{Multiple pictures}\label{fig:latex-animals}
\end{figure}
#+END_LaTeX

Latex-Animals \ref{fig:latex-animals}.

#+latex: \begin{figure}\centering
#+latex: \subfloat[A gull]{\label{fig:org-gull} 
#+attr_latex: :width 0.3\textwidth
[[./test.png]]
#+latex: }\subfloat[A tiger]{\label{fig:org-tiger} 
#+attr_latex: :width 0.3\textwidth
[[./test.png]]
#+latex: }\subfloat[A mouse]{\label{fig:org-mouse} 
#+attr_latex: :width 0.3\textwidth
[[./test.png]]
#+latex: }\caption{Multiple pictures}\label{fig:org-animals}
#+latex: \end{figure}

Org-Animals \ref{fig:org-animals}.