DOC: Improve to_datetime() documentation (#41049)

pandas/core/tools/datetimes.py

@@ -855,8 +855,19 @@ def to_datetime(
 
     >>> pd.to_datetime([1, 2, 3], unit='D',
     ...                origin=pd.Timestamp('1960-01-01'))
-    DatetimeIndex(['1960-01-02', '1960-01-03', '1960-01-04'], \
-dtype='datetime64[ns]', freq=None)
+    DatetimeIndex(['1960-01-02', '1960-01-03', '1960-01-04'],
+                  dtype='datetime64[ns]', freq=None)
+
+    In case input is list-like and the elements of input are of mixed
+    timezones, return will have object type Index if utc=False.
+
+    >>> pd.to_datetime(['2018-10-26 12:00 -0530', '2018-10-26 12:00 -0500'])
+    Index([2018-10-26 12:00:00-05:30, 2018-10-26 12:00:00-05:00], dtype='object')
+
+    >>> pd.to_datetime(['2018-10-26 12:00 -0530', '2018-10-26 12:00 -0500'],
+    ...                utc=True)
+    DatetimeIndex(['2018-10-26 17:30:00+00:00', '2018-10-26 17:00:00+00:00'],
+                  dtype='datetime64[ns, UTC]', freq=None)
     """
     if arg is None:
         return None