If you have some old data, or find some interesting data set online, stored in Matlab's .mat file format it is possible to read this using the scipy.io module in SciPy. This is how to do it.

data = scipy.io.loadmat('test.mat')

"data" now contains a dictionary with keys corresponding to the variable names saved in the original .mat file. The variables are in array format. Saving to .mat files is equally simple. Just create a dictionary with all variables you want to save and use savemat().

data = {}
data['x'] = x
scipy.io.savemat('test.mat',data)

This saves the array x so that it has the name "x" when read into Matlab. More information on scipy.io can be found in the online documentation.