We just merged a fairly substantial PR that clarifies and simplifies some of the central concepts around documents, sessions, and serialization. There's much better documentation for these new objects, and also a new, much better API for embedding Bokeh plots in various ways (full worked out examples coming soon, too). One gotcha though: the session package is now just a session.py module. However, GH will not delete the old directory, and because of this you may need to delete the directory:
by hand (or clone a fresh checkout).
Bryan Van de Ven