That turns out to be not so easy, the easiest solution would be to create a new figure and issue the plot command again with the required data. Sharing axes objects across multiple figures is quite difficult. 
However, solution below allows you to zoom in on a particular subplot using shift+left click. 
def add_subplot_zoom(figure):
    zoomed_axes = [None]
    def on_click(event):
        ax = event.inaxes
        if ax is None:
            # occurs when a region not in an axis is clicked...
            return
        # we want to allow other navigation modes as well. Only act in case
        # shift was pressed and the correct mouse button was used
        if event.key != 'shift' or event.button != 1:
            return
        if zoomed_axes[0] is None:
            # not zoomed so far. Perform zoom
            # store the original position of the axes
            zoomed_axes[0] = (ax, ax.get_position())
            ax.set_position([0.1, 0.1, 0.85, 0.85])
            # hide all the other axes...
            for axis in event.canvas.figure.axes:
                if axis is not ax:
                    axis.set_visible(False)
        else:
            # restore the original state
            zoomed_axes[0][0].set_position(zoomed_axes[0][1])
            zoomed_axes[0] = None
            # make other axes visible again
            for axis in event.canvas.figure.axes:
                axis.set_visible(True)
        # redraw to make changes visible.
        event.canvas.draw()
    figure.canvas.mpl_connect('button_press_event', on_click)
Source. Calling the function in your example as: 
import matplotlib.pyplot as plt
f,ax_array=plt.subplots(6,3)
for i in range(0,6):
    for j in range(0,3):
        ax_array[i][j].plot(modified_data[3*i+j])
add_subplot_zoom(f)
plt.show()