fast processing: changing the column value in a geospatial environment
This is to get whether the incident_zip is in the list of zip code.

df.isin({'incident_zip' : zip_code_list)


If you have a zip code borough mapping in the form of dict. You can do

df['borough'].map(zip_to_borough)


For pandas dataframe never iterate say by rows unless as last resort because the performance will be terrible.

You can speed these operation multiprocessing if you want.