chore: add whatsnew entry

Author: Skn0tt

doc/source/whatsnew/v1.4.0.rst

@@ -196,6 +196,29 @@ representation of :class:`DataFrame` objects (:issue:`4889`).
 
 .. _whatsnew_140.enhancements.other:
 
+Reading directly from TAR archives
+^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
+
+I/O methods like :function:`read_csv` or :meth:`DataFrame.to_json` now allow reading and writing
+directly on TAR archives (:issue:`44787`).
+
+.. code-block:: python
+
+   df = pd.read_csv("./movement.tar.gz")
+   # ...
+   df.to_csv("./out.tar.gz")
+
+This supports ``.tar``, ``.tar.gz``, ``.tar.bz`` and ``.tar.xz2`` archives.
+The used compression method is inferred from the filename.
+If the compression method cannot be inferred, use the ``compression`` argument:
+
+.. code-block:: python
+
+   df = pd.read_csv(some_file_obj, compression={"method": "tar", "mode": "r:gz"}) # noqa F821
+
+(``mode`` being one of ``tarfile.open``'s modes: https://docs.python.org/3/library/tarfile.html#tarfile.open)
+
+
 Other enhancements
 ^^^^^^^^^^^^^^^^^^
 - :meth:`concat` will preserve the ``attrs`` when it is the same for all objects and discard the ``attrs`` when they are different. (:issue:`41828`)