How do I convert a pandas Series or index to a Numpy array?

To get a NumPy array, you should use the values attribute:

In [1]: df = pd.DataFrame({'A': [1, 2, 3], 'B': [4, 5, 6]}, index=['a', 'b', 'c']); df
   A  B
a  1  4
b  2  5
c  3  6

In [2]: df.index.values
Out[2]: array(['a', 'b', 'c'], dtype=object)

This accesses how the data is already stored, so there's no need for a conversion.
Note: This attribute is also available for many other pandas' objects.

In [3]: df['A'].values
Out[3]: Out[16]: array([1, 2, 3])

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To get the index as a list, call tolist:

In [4]: df.index.tolist()
Out[4]: ['a', 'b', 'c']

And similarly, for columns.