How do I append one pandas DataFrame to another?

If you look at the documentation for pd.DataFrame.append

Append rows of other to the end of this frame, returning a new object. Columns not in this frame are added as new columns.

(emphasis mine).

Try

df_res = df_res.append(res)

Incidentally, note that pandas isn’t that efficient for creating a DataFrame by successive concatenations. You might try this, instead:

all_res = []
for df in df_all:
    for i in substr:
        res = df[df['url'].str.contains(i)]
        all_res.append(res)

df_res = pd.concat(all_res)

This first creates a list of all the parts, then creates a DataFrame from all of them once at the end.