Convert the two columns to a list of lists, then assign it to a new column.
# Pandas < 0.24
# df['final'] = df[['Latitude', 'Longitude']].values.tolist()
# Pandas >= 0.24
df['final'] = df[['Latitude', 'Longitude']].to_numpy().tolist()
df
Latitude Longitude final
0 35.827086 -95.674962 [35.827085869, -95.67496156]
Note that they have to be lists, you cannot assign them back as a single column if you're assigning a NumPy array.
Another choice is to use agg
for reductions:
df['final'] = df[['Latitude', 'Longitude']].agg(list, axis=1)
df
Latitude Longitude final
0 35.827086 -95.674962 [35.827085869, -95.67496156]