diff --git a/doc/users/dflt_style_changes.rst b/doc/users/dflt_style_changes.rst
index a2a687ae7620..8cca424289f3 100644
--- a/doc/users/dflt_style_changes.rst
+++ b/doc/users/dflt_style_changes.rst
@@ -1002,7 +1002,7 @@ a cleaner separation between subplots.
        with mpl.rc_context(rc=rcparams):
 
            ax = fig.add_subplot(2, 2, j)
-           ax.hist(np.random.beta(0.5, 0.5, 10000), 25, normed=True)
+           ax.hist(np.random.beta(0.5, 0.5, 10000), 25, density=True)
            ax.set_xlim([0, 1])
            ax.set_title(title)
 
diff --git a/lib/matplotlib/cbook/__init__.py b/lib/matplotlib/cbook/__init__.py
index 41197ecf5da2..554abe8d6677 100644
--- a/lib/matplotlib/cbook/__init__.py
+++ b/lib/matplotlib/cbook/__init__.py
@@ -1991,7 +1991,8 @@ def _warn_external(message, category=None):
     frame = sys._getframe()
     for stacklevel in itertools.count(1):  # lgtm[py/unused-loop-variable]
         if not re.match(r"\A(matplotlib|mpl_toolkits)(\Z|\.)",
-                        frame.f_globals["__name__"]):
+                        # Work around sphinx-gallery not setting __name__.
+                        frame.f_globals.get("__name__", "")):
             break
         frame = frame.f_back
     warnings.warn(message, category, stacklevel)
diff --git a/lib/matplotlib/cbook/deprecation.py b/lib/matplotlib/cbook/deprecation.py
index b93a5ca94f8f..51dacba0dc87 100644
--- a/lib/matplotlib/cbook/deprecation.py
+++ b/lib/matplotlib/cbook/deprecation.py
@@ -109,7 +109,8 @@ def warn_deprecated(
         removal=removal)
     category = (PendingDeprecationWarning if pending
                 else MatplotlibDeprecationWarning)
-    warnings.warn(message, category, stacklevel=2)
+    from . import _warn_external
+    _warn_external(message, category)
 
 
 def deprecated(since, message='', name='', alternative='', pending=False,
@@ -216,7 +217,8 @@ def finalize(wrapper, new_doc):
                     else MatplotlibDeprecationWarning)
 
         def wrapper(*args, **kwargs):
-            warnings.warn(message, category, stacklevel=2)
+            from . import _warn_external
+            _warn_external(message, category)
             return func(*args, **kwargs)
 
         old_doc = textwrap.dedent(old_doc or '').strip('\n')