In [3]: df1 = pd.DataFrame({"start": [1,2,6], "end": [2,6,9]})
   ...: df2 = pd.DataFrame({"foo": [1,2,3,4,5,6,7,8,9]})
   ...: dfm = pd.merge(df1, df2, how="cross")
   ...: dfm.loc[(dfm.foo >= dfm.start) & (dfm.foo < dfm.end)]
Out[3]: 
    start  end  foo
0       1    2    1
10      2    6    2
11      2    6    3
12      2    6    4
13      2    6    5
23      6    9    6
24      6    9    7
25      6    9    8