Group selected scene objects. Place this script below a folder named "Editor"

GroupSceneObjects.cs

using UnityEngine;
using System.Collections;
using UnityEditor;

public class GroupSceneObjects
{
	[MenuItem("Hello/GroupSelected %g")]
	static void GroupSelected(){

		Transform topParent = null;

		var objects = Selection.gameObjects;

		int depth = 255;
		foreach (var obj in objects) {
			if (obj.transform.parent == null) {
				topParent = null;
				break;
			}

			int objdepth = GetDepth (obj.transform);
			if (objdepth < depth) {
				depth = objdepth;
				topParent = obj.transform.parent;
			}
		}

		var group = new GameObject ("Group").transform;
		group.SetParent (topParent, false);

		Undo.RegisterCreatedObjectUndo (group.gameObject, "Group");

		foreach(var obj in objects){
			Undo.SetTransformParent( obj.transform, group, "Group");
		}

		Selection.activeGameObject = group.gameObject;

	}

	static int GetDepth (Transform transform, int depth = 0)
	{
		if (transform.parent == null)
			return depth;

		return GetDepth (transform.parent, depth + 1);
	}
}