Fill rows with consecutive values and above rows using pandas

Here is one way using set_index() and reindex and ffill:

df.set_index('col1').reindex(range(df.col1.min(),df.col1.max()+1)).ffill().reset_index()

#df.set_index('col1').reindex(range(df.col1.min(),df.col1.max()+1),method='ffill')\
                                                     #.reset_index()

---

   col1 col2
0     1    A
1     2    A
2     3    B
3     4    B
4     5    B
5     6    A
6     7    A
7     8    A
8     9    A
9    10    C

One way is using reindex with ffill:

(df.set_index('col1')
   .reindex(range(df.col1.iloc[0], df.col1.iloc[-1]+1))
   .ffill()
   .reset_index())

    col1 col2
0     1    A
1     2    A
2     3    B
3     4    B
4     5    B
5     6    A
6     7    A
7     8    A
8     9    A
9    10    C

---

Or another way using Series.repeat:

df.col2.repeat(df.col1.diff().shift(-1).fillna().reset_index(drop=True)