Oliver: Thanks much for checking! I just repeated what you did (plot(rand(3)); export_fig test.pdf;) and sure enough, the output-pdf contains the figure with the (standard) gray background on a letter-sized white background.
Since things work out on your installation it might have something to do with my Matlab settings/preferences (?). I didn't set anything special though and also checked on a couple of other machines of colleagues of mine and the scheme seems consistent: R2011a yields letter-sized outputs and all earlier installations do what I tell them to do.
If anybody knows a solution to this problem, I would greatly appreciate. For now, I just run export_fig on older versions of Matlab only ;-)
Again, thanks for this great script in any case, Oliver!!!
I recently upgraded from Matlab R2009a to R2011a, which caused a problem with export_fig: after the upgrade, figures exported to .pdf (and/or .eps) have a fixed paper-size of US legal (i.e. typically a lot of white space around my figures). I can't find a way to alter the paper size of my exported figures in Matlab now. When I ran export_fig on Matlab R2009a, the paper-size after exporting with export_fig used to be set by the original figure size. Any ideas how I can get back to these settings?