How to add jpg images information as a column in a data frame
I assume you a list of the filenames called movie_images

# Could get filenames with:
# import os;  movie_images = os.listdir("./folder/with/images/")
movie_filenames = ["11_lion_king.jpg", "22_avengers.jpg"]


First create a mapping between the ID values and the filenames:

# Use the "_" to split the filename and take the first items, the ID
mapping = {f.split("_")[0]: f for f in movie_filenames}    # &lt;-- a dictionary-comprehension


Now add a column of some empty values (whatever you like) that will hold the movie_image values:

data_movie["movie_image"] = pd.Series()    # will be filled with NaN values until populated


Now iterate over this mapping, inserting the movie filenames for the correct movie IDs:

for movie_id, movie_image_filename in mapping.items():
    df.loc[df.movie_id == movie_id, "movie_image"] = movie_image_filename


This should produce the output dataframe you described.

As a side note (in case you are ever tempted): never load the actual images into a  pandas dataframe. It is best to load them as NumPy arrays or something similar. Pandas DataFrames are in essence just annotated NumPy arrays anyway.