Method 1:
df.xs('A', level='Col', axis=1)
for more refer to http://pandas.pydata.org/pandas-docs/stable/advanced.html#cross-section
Method 2:
df.loc[:, (slice(None), 'A')]
Caveat: this method requires the labels to be sorted. for more refer to http://pandas.pydata.org/pandas-docs/stable/advanced.html#the-need-for-sortedness-with-multiindex