In the MyHDL manual I have found the following sentence:
"It would be nice to have an interface to VHDL simulators such as the Modelsim VHDL simu-
lator. This will require a PLI module using the PLI of the VHDL simulator. The MyHDL project currently has no access to commercial VHDL simulators, so progress in
co-simulation support will depend on external interest and participation."
I think, that the free and open-source GHDL simulator ( http://ghdl.free.fr ) offers similar quality as the commercial ones, and may be used to offer the VHDL cosimulation in MyHDL.