As the titles says, using set_xlimits_for_all (same for y) does not work for multiplot where the subplots contain a histogram2d:
plot = MultiPlot(4, 4, width=r'.25\linewidth', height=r'.25\linewidth')
for i in range(4):
for j in range(4):
ncounts, x, y = np.histogram2d(data[i], data2[j],
bins=np.linspace(.2, 6, 80))
subplot = plot.get_subplot_at(i, j)
subplot.histogram2d(ncounts, x, y, type='reverse_bw', bitmap=True)
plot.set_xlimits_for_all(min=-20, max=30)
plot.set_ylimits_for_all(min=0, max=10)
result:

Clearly the limits caused by the histogram are used, not the limits manually set.