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.
A Primer on Scientific Programming with Python
Introduction to computer programming of scientific applications, using the high-level Python language. The exposition is example- and problem-oriented, where the applications are taken from mathematics, numerical calculus, statistics, physics, biology, and finance.