Yeah, that did it. Thanks!

# distribution function
f(x) = 1/sqrt(2*pi)*e^(.5*(-x^2))
s  = 1
p  = plot(f,(-pi,pi),ymax = .45, ticks=[1,[]])
p += line([(s,0),(s,f(s))],linestyle = 'dashed')
p += line([(-s,0),(-s,f(-s))],linestyle = 'dashed')
p += text("$\\mu$ = 0",(0.4,0.05))
p += plot(f,(-s,s),fill = 'axis')
show (p)


>> I'm trying to fill in the bell curve between two points, like plus and minus
>> 1 sigma.
>
>Maybe like this:
>
>p = plot(f,(-pi,pi),ymax = .4, ticks=[1,[]])
>p += plot(f,(-s,s),fill = 'axis')
>


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