Deadlock with nested list indexes
#### Code Sample, a copy-pastable example if possible

```python
#deadlock.py
import pandas as pd
import numpy as np
df = pd.DataFrame(np.random.rand(4,2))
c = []
c.append(c)
c.append(c)
print(df[c])


```
#### Problem description
The example above hangs in some C-level function. A quick inspection with `perf` shows that it is `PyArray_DTypeFromObjectHelper`.

I came across this when debugging a typo (a list was appending itself instead of the element I was interested in). 

#### Expected Output

Some sort of exception.

#### Output of ``pd.show_versions()``

This is the environment I get when typing `conda create -p /tmp/pd pandas numpy=1.13` on linux64.

<details>
INSTALLED VERSIONS
------------------
commit: None
python: 3.6.1.final.0
python-bits: 64
OS: Linux
OS-release: 4.8.0-51-generic
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8

pandas: 0.20.2
pytest: None
pip: 9.0.1
setuptools: 27.2.0
Cython: None
numpy: 1.12.1
scipy: None
xarray: None
IPython: None
sphinx: None
patsy: None
dateutil: 2.6.0
pytz: 2017.2
blosc: None
bottleneck: None
tables: None
numexpr: None
feather: None
matplotlib: None
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: None
s3fs: None
pandas_gbq: None
pandas_datareader: None

</details>
