#unitytips: Sprites Collection - http://diegogiacomelli.com.br/unitytips-sprites-collection/

SceneViewInput.cs

using UnityEngine;

namespace Giacomelli.Framework
{
    /// <summary>
    /// #unitytips: Sprites Collection - http://diegogiacomelli.com.br/unitytips-sprites-collection/
    /// </summary>
    public static class SceneViewInput
    {
        public static bool GetKeyDown(KeyCode key)
        {
            return Event.current.type == EventType.KeyDown && Event.current.keyCode == key;
        }
    }
}

SpriteExtensions.cs

using System.Collections.Generic;
using UnityEngine;

/// <summary>
/// #unitytips: Sprites Collection - http://diegogiacomelli.com.br/unitytips-sprites-collection/
/// </summary>
public static class SpriteExtensions
{
    public static void UpdateCollider(this Sprite sprite, PolygonCollider2D _collider)
    {
        var _path = new List<Vector2>();

        _path.Clear();

        for (int i = 0; i < _collider.pathCount; i++)
            _collider.SetPath(i, _path);

        _collider.pathCount = sprite.GetPhysicsShapeCount();

        for (int i = 0; i < _collider.pathCount; i++)
        {
            _path.Clear();
            sprite.GetPhysicsShape(i, _path);
            _collider.SetPath(i, _path);            
        }
    }
}

SpritesCollection.cs

using UnityEngine;

namespace Giacomelli.Framework
{
    /// <summary>
    /// #unitytips: Sprites Collection - http://diegogiacomelli.com.br/unitytips-sprites-collection/
    /// </summary>
    [RequireComponent(typeof(SpriteRenderer))]
    public class SpritesCollection : MonoBehaviour
    {
        [SerializeField]
        Sprite[] _sprites;

        [SerializeField]
        [HideInInspector]
        int _selectedSpriteIndex;

        public bool HasNextSprite => _selectedSpriteIndex < _sprites.Length - 1;
        public bool HasPreviousSprite => _selectedSpriteIndex > 0;
        public int SelectedSpriteIndex => _selectedSpriteIndex;

        private void Awake()
        {            
            Refresh();
        }

        private void Refresh()
        {
            var sr = GetComponent<SpriteRenderer>();
            var collider = GetComponent<PolygonCollider2D>();
            sr.sprite = _sprites[_selectedSpriteIndex];

            if (collider != null)
                sr.sprite.UpdateCollider(collider);
        }

        public bool NextSprite()
        {
            if (HasNextSprite)
            {
                _selectedSpriteIndex++;
                Refresh();
                return true;
            }

            return false;
        }

        public bool PreviousSprite()
        {
            if (HasPreviousSprite)
            {
                _selectedSpriteIndex--;
                Refresh();
                return true;
            }

            return false;
        }
    }
}

SpritesCollectionEditor.cs

using UnityEngine;
using UnityEditor;
using UnityEditor.SceneManagement;

namespace Giacomelli.Framework
{
    /// <summary>
    /// #unitytips: Sprites Collection - http://diegogiacomelli.com.br/unitytips-sprites-collection/
    /// </summary>
    [CustomEditor(typeof(SpritesCollection))]
    public class SpritesCollectionEditor : Editor
    {
        readonly GUIContent PreviousContent = new GUIContent("  <  ", "Type A to previous sprite");
        readonly GUIContent NextContent = new GUIContent("  >  ", "Type D to previous sprite");
        readonly Vector3 ButtonMargin = new Vector3(10f, 10f, 0);

        SpritesCollection _target;
        SpriteRenderer _sr;
        SerializedProperty _selectedSpriteIndex;
        GUIStyle _style;
        bool _changed;

        private void OnEnable()
        {
            _target = (SpritesCollection)target;
            _sr = _target.GetComponent<SpriteRenderer>();
            _selectedSpriteIndex = serializedObject.FindProperty("_selectedSpriteIndex");
            _style = new GUIStyle
            {
                alignment = TextAnchor.MiddleCenter
            };
        }

        void OnSceneGUI()
        {
            var p = _target.transform.position;
            var ext = _sr.bounds.extents;
            var r1 = HandleUtility.WorldPointToSizedRect(p - new Vector3(ext.x, ext.y), PreviousContent, _style);
            r1 = new Rect(r1.position.x + ButtonMargin.x, r1.position.y + ButtonMargin.y, r1.width, r1.height);
            var r2 = new Rect(r1.position.x + r1.width, r1.position.y, r1.width, r1.height);

            Handles.BeginGUI();
            _changed = false;

            GUI.enabled = _target.HasPreviousSprite;

            if (GUI.Button(r1, PreviousContent) || SceneViewInput.GetKeyDown(KeyCode.A))
            {
                _target.PreviousSprite();
                _changed = true;
            }


            GUI.enabled = _target.HasNextSprite;

            if (GUI.Button(r2, NextContent) || SceneViewInput.GetKeyDown(KeyCode.D))
            {
                _target.NextSprite();
                _changed = true;
            }

            Handles.EndGUI();

            if (_changed)
            {
                _selectedSpriteIndex.intValue = _target.SelectedSpriteIndex;
                serializedObject.ApplyModifiedProperties();
                EditorSceneManager.MarkSceneDirty(EditorSceneManager.GetActiveScene());
            }
        }
    }
}