deprecation note for categorical

Author: TomAugspurger

doc/source/whatsnew/v0.24.0.rst

@@ -1137,6 +1137,8 @@ Deprecations
 - :func:`pandas.types.is_datetimetz` is deprecated in favor of `pandas.types.is_datetime64tz` (:issue:`23917`)
 - Creating a :class:`TimedeltaIndex` or :class:`DatetimeIndex` by passing range arguments `start`, `end`, and `periods` is deprecated in favor of :func:`timedelta_range` and :func:`date_range` (:issue:`23919`)
 - Passing a string alias like ``'datetime64[ns, UTC]'`` as the `unit` parameter to :class:`DatetimeTZDtype` is deprecated. Use :class:`DatetimeTZDtype.construct_from_string` instead (:issue:`23990`).
+- In :meth:`Series.where` with Categorical data, providing an ``other`` that is not present in the categories is deprecated. Convert the categorical to a different dtype first, or add the ``other`` to the categories first (:issue:`24077`).
+
 
 .. _whatsnew_0240.deprecations.datetimelike_int_ops: