Wes McKinney, lead developer of pandas (a Python data analysis toolkit), published a link to a video of a talk he gave to the NYCPython meetup group where he discusses the internal workings of panda. In the post you will also find slides an IPython notebooks with examples.
NumPy 1.5 Beginner's Guide
An action packed guide for the easy-to-use, high performance, free open source NumPy mathematical library using real world examples. The first and only book that truly explores NumPy practically. Perform high performance calculations with clean and efficient NumPy code; analyze large data sets with statistical functions; execute complex linear algebra and mathematical computations.