import pandas as pd
my_series_a = pd.Series([1,2,2,4,5], name='Group_A')
my_series_b = pd.Series([50,50,70], name='Group_B')
my_series_c = pd.Series([333,222,111,111], name='Group_C')
my_list = [my_series_a, my_series_b, my_series_c]

Group     Sub-Group
Group_A    1
Group_A    2
Group_A    4
Group_A    5
Group_B    50
Group_B    70
Group_C    333
Group_C    222
Group_C    111