Update
From v0.24.0 onwards, you can merge on DataFrame and Series as long as the Series is named.
df.merge(s.rename('new'), left_index=True, right_index=True)
# If series is already named,
# df.merge(s, left_index=True, right_index=True)
Nowadays, you can simply convert the Series to a DataFrame with to_frame(). So (if joining on index):
df.merge(s.to_frame(), left_index=True, right_index=True)
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