When I don't use babel package, pins are ok.
I suspect there is a problem with the colon, in french we put a space before and after, but how to tell pgfplot not to do it?
\documentclass{standalone}
\usepackage{pgfplots}
\usepackage[francais]{babel}
\begin{document}
\begin{tikzpicture}
\begin{axis}
\addplot[domain=0:1,samples=20,smooth,blue,thick](
{(1-x)^2*1+2*(1-x)*x*5+x^2*10},
{(1-x)^2*5+2*(1-x)*x*25+x^2*30}
);
\addplot[domain=0:1,samples=20,smooth,blue,thick]
coordinates{(10,30) (20,40)};
\addplot[red,very thin] coordinates{(0,0) (8,40)};
\addplot[red,very thin] coordinates{(0,20) (10,30)};
\node [coordinate, pin=-30:{$P_0$}] at (axis cs:1,5) {};
\node [coordinate,pin={150:{$P_1$}}] at (axis cs:5,25) {};
\node [coordinate,pin=-30:{$P_2$}] at (axis cs:10,30) {};
\end{axis}
\end{tikzpicture}
\end{document}

\shorthandoff{;}right before opening thetikzpictureenvironment. – Claudio Fiandrino Jan 19 '14 at 11:44babellibrary. – Ignasi Jan 19 '14 at 11:48\shorthandoff{:}. My bad I said semicolon thinkingcolon. – Penbeuz Jan 19 '14 at 11:52