I am trying to use the epslatex terminal in gnuplot, using the example code from this site.
Copying and pasting this example and running the gnuplot script produces the following output:

No labels! This happens under Ubuntu 11.10 using gnuplot 4.4.4 and under Arch using gnuplot 4.6.0.
Looking at the output .tex file it seems that the label text is there in the file, but might be put outside the plot area:
\begin{picture}(5040.00,3772.00)%
\gplgaddtomacro\gplbacktext{%
\csname LTb\endcsname%
\put(860,1122){\makebox(0,0)[r]{\strut{}$-1$}}%
\put(860,2086){\makebox(0,0)[r]{\strut{}$0$}}%
\put(860,3049){\makebox(0,0)[r]{\strut{}$1$}}%
\put(980,440){\makebox(0,0){\strut{}$-2\pi$}}%
\put(1875,440){\makebox(0,0){\strut{}$-\pi$}}%
\put(2770,440){\makebox(0,0){\strut{}$0$}}%
\put(3665,440){\makebox(0,0){\strut{}$\pi$}}%
\put(4560,440){\makebox(0,0){\strut{}$2\pi$}}%
\put(160,2085){\rotatebox{-270}{\makebox(0,0){\strut{}$y$}}}%
\put(2770,140){\makebox(0,0){\strut{}$x$}}%
}%
\gplgaddtomacro\gplfronttext{%
\csname LTb\endcsname%
\put(3725,3238){\makebox(0,0)[r]{\strut{}$\sin(x)$}}%
}%
\gplbacktext
\put(0,0){\includegraphics{terminal_epslatex-inc}}%
\gplfronttext
\end{picture}
Any ideas as to why there would be no label text visible here?
\gplfronttext. – Wei Jan 25 at 2:32