You can use the isin index method:
In [11]: s.index.isin(list('BDE')) Out[11]: array([False, True, False, True, True, False, False, False, False, False], dtype=bool)
deny using the inverting operator (so now it reads "not in"):
In [12]: ~s.index.isin(list('BDE')) Out[12]: array([ True, False, True, False, False, True, True, True, True, True], dtype=bool)
and use this to mask the series:
In [13]: s = s[~s.index.isin(list('BDE'))] In [14]: s Out[14]: A 0 C 2 F 5 G 6 H 7 I 8 J 9 dtype: int64
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