OBSOLETE ANSWER: see https://docs.bokeh.org/en/latest/docs/user_guide/plotting.html* for modern Bokeh
You just need to call bplt.hold()
before any of the plotting commands, to toggle the "hold state". The following code works for me:
import numpy as np
import bokeh.plotting as bplt
bplt.output_file("bokehtest.html")
#bplt.output_notebook(url=None)
x = np.linspace(-2*np.pi, 2*np.pi, 100)
y = np.cos(x)
bplt.hold() # <--- The important line!!
bplt.line(x, y, color="red")
bplt.scatter(x, y, marker="square", color="blue")
bplt.show()