Update 2022-03

This answer by caner using transform looks much better than my original answer!

df['sales'] / df.groupby('state')['sales'].transform('sum')

Thanks to this comment by Paul Rougieux for surfacing it.

Original Answer (2014)

Paul H’s answer is right that you will have to make a second groupby object, but you can calculate the percentage in a simpler way — just groupby the state_office and divide the sales column by its sum. Copying the beginning of Paul H’s answer:

# From Paul H
import numpy as np
import pandas as pd
np.random.seed(0)
df = pd.DataFrame({'state': ['CA', 'WA', 'CO', 'AZ'] * 3,
                   'office_id': list(range(1, 7)) * 2,
                   'sales': [np.random.randint(100000, 999999)
                             for _ in range(12)]})
state_office = df.groupby(['state', 'office_id']).agg({'sales': 'sum'})
# Change: groupby state_office and divide by sum
state_pcts = state_office.groupby(level=0).apply(lambda x:
                                                 100 * x / float(x.sum()))

Returns:

                     sales
state office_id           
AZ    2          16.981365
      4          19.250033
      6          63.768601
CA    1          19.331879
      3          33.858747
      5          46.809373
CO    1          36.851857
      3          19.874290
      5          43.273852
WA    2          34.707233
      4          35.511259
      6          29.781508