You have to access the str
attribute per http://pandas.pydata.org/pandas-docs/stable/text.html
df1['Avg_Annual'] = df1['Avg_Annual'].str.replace(',', '')
df1['Avg_Annual'] = df1['Avg_Annual'].str.replace('$', '')
df1['Avg_Annual'] = df1['Avg_Annual'].astype(int)
alternately;
df1['Avg_Annual'] = df1['Avg_Annual'].str.replace(',', '').str.replace('$', '').astype(int)
if you want to prioritize time spent typing over readability.