There are lots of ways of constructing the new array.
You could initial the array with right shape and fill, and copy values:
In [402]: arr = np.arange(1,10).reshape(3,3)
In [403]: arr
Out[403]:
array([[1, 2, 3],
[4, 5, 6],
[7, 8, 9]])
In [404]: res = np.ones((3,3,2),int)
In [405]: res[:,:,1] = arr
In [406]: res
Out[406]:
array([[[1, 1],
[1, 2],
[1, 3]],
[[1, 4],
[1, 5],
[1, 6]],
[[1, 7],
[1, 8],
[1, 9]]])
You could join the array with a like size array of 1s. concatenate is the basic joining function:
In [407]: np.concatenate((np.ones((3,3,1),int), arr[:,:,None]), axis=2)
Out[407]:
array([[[1, 1],
[1, 2],
[1, 3]],
[[1, 4],
[1, 5],
[1, 6]],
[[1, 7],
[1, 8],
[1, 9]]])
np.stack((np.ones((3,3),int), arr), axis=2) does the same thing under the covers. np.dstack ('d' for depth) does it as well. The insert in the other answer also does this.