Advanced or multi-level indexing for working with higher dimensional data is available both for Series and for DataFrames.
import pandas as pd
import numpy as np
data = pd.Series(np.random.randn(10),
index=[['a', 'a', 'a',
'b', 'b', 'b',
'c', 'c', 'd', 'd'],
[1, 2, 3, 1, 2, 3, 1, 2, 2, 3]])
print(data)
a 1 -0.075698
2 -0.533536
3 -0.741319
b 1 -0.397259
2 -0.400656
3 -1.288675
c 1 0.314690
2 -0.722720
d 2 -0.265628
3 -1.746036
dtype: float64