To make a left join with df1 and add column H from df2 , you can combine the binary join with the update with the link operator ( := )
setkey(setDT(dt1), A) dt1[dt2, H := iH]
See here and here for a detailed explanation of how it works.
With the devel version (v> = 1.9.5), we could make it even shorter by specifying key inside setDT (as @Arun pointed out)
setDT(dt1, key = "A")[dt2, H := iH]
Edit 7/24/2015
Now you can start the binary connection using the new on parameter without setting keys
setDT(dt1)[dt2, H := iH, on = c(A = "E")]
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