Non-pandas
solution: using set().
import pandas as pd
import numpy as np
df = pd.DataFrame({'Col1' : ['Bob', 'Joe', 'Bill', 'Mary', 'Joe'],
'Col2' : ['Joe', 'Steve', 'Bob', 'Bob', 'Steve'],
'Col3' : np.random.random(5)})
print df
print set(df.Col1.append(df.Col2).values)
Output:
Col1 Col2 Col3
0 Bob Joe 0.201079
1 Joe Steve 0.703279
2 Bill Bob 0.722724
3 Mary Bob 0.093912
4 Joe Steve 0.766027
set(['Steve', 'Bob', 'Bill', 'Joe', 'Mary'])