How do you combine multiple columns into one staggered column? For example, if I have data:
  Column 1 Column 2
0        A        E
1        B        F
2        C        G
3        D        H
And I want it in the form:
  Column 1 
0        A       
1        E       
2        B       
3        F       
4        C       
5        G       
6        D       
7        H     
What is a good, vectorized pythonic way to go about doing this? I could probably do some sort of df.apply() hack but I'm betting there is a better way. The application is putting multiple dimensions of time series data into a single stream for ML applications.
First stack the columns and then drop the multiindex:
df.stack().reset_index(drop=True)
Out: 
0    A
1    E
2    B
3    F
4    C
5    G
6    D
7    H
dtype: object
To get a dataframe:
 pd.DataFrame(df.values.reshape(-1, 1), columns=['Column 1'])

For a series answering OP question:
 pd.Series(df.values.flatten(), name='Column 1')
For a series timing tests:
pd.Series(get_df(n).values.flatten(), name='Column 1')
code
def get_df(n=1):
    df = pd.DataFrame({'Column 2': {0: 'E', 1: 'F', 2: 'G', 3: 'H'},
                       'Column 1': {0: 'A', 1: 'B', 2: 'C', 3: 'D'}})
    return pd.concat([df for _ in range(n)])
Given Sample

Given Sample * 10,000

Given Sample * 1,000,000

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