For MATE upstream, the only Python parts are the extensions for caja and mozo (the menu editor).
In Ubuntu MATE specifically, things in Python are the HUD, the Advanced MATE Menu, the Nvidia Optimus applet, MATE Tweak, and the Software Boutique.
Aside from those there might be other third-party software included specifically with UM that might be Python, but the only thing that comes to mind is perhaps some additional caja extensions and a few extra panel applets.
I'm curious, why do you ask?
Edit: I just remembered the MATE Dock Applet (which is third-party)