When you join two tables, STATA prints the number of rows merged and unmerged.

For instance, take Example 1 at page 13 of the STATA merge doc:

use https://www.stata-press.com/data/r19/autosize
merge 1:1 make using https://www.stata-press.com/data/r19/autoexpense

will print the following table:

How can I obtain a similar result with polars?

Here is a starting point:

import polars_io as pio
import requests

def download_file(url):
    local_filename = url.split('/')[-1]
    # NOTE the stream=True parameter below
    with requests.get(url, stream=True) as r:
        r.raise_for_status()
        with open(local_filename, 'wb') as f:
            for chunk in r.iter_content(chunk_size=8192): 
                # If you have chunk encoded response uncomment if
                # and set chunk_size parameter to None.
                #if chunk: 
                f.write(chunk)
    return local_filename

download_file("https://www.stata-press.com/data/r19/autoexpense.dta")
df1 = pio.scan_dta("autoexpense.dta").collect()

download_file("https://www.stata-press.com/data/r19/autosize.dta")
df2 = pio.scan_dta("autosize.dta").collect()

On a related note, pandas's merge as an indicator option that adds a column to the output indicating the source of each table.