In certain situations it would be very handy to be able to group shapes together. For instance when designing a hashtag being able to group the two verticals and the two horizontals would make alignment a whole lot easier.
Is this somehow possible to do already, and I’ve missed it? 
This is not directly possible, but using components will yield the effect you are looking for.
What do you mean by that?
I mean that if I wanted to center align the two verticals with the two horisontals, I’d be able to do so if they were fixed in two groups. If I try to center align them as is (with the alignment panel) all the shapes would just go on top of each other.
I saw an interesting technique a few weeks ago for the numbersign:
Make a glyph that contains only orthogonal segments. Then use it as a component in numbersign and apply a slant to the component.
I can’t think of anything wrong with it, it just goes against my habits, so I was rather surprised when I saw it in a file 
Or the Distribute plugin could help with that.
Very often a perfect centering is not what you need. And only very few characters might need it (e.g. the plus).
So a slightly more manual approach is probably OK. e.g. you can use the measurement tool to measure though the vertical stem to see how much the vertical stems stick out above and below the horizontal ones. Then you can manually center them quite easily.
These align scripts with CapsLock on will treat the selection as one group and align it to the metrics, exactly for the purposes like that.
There are quite some alignment situations where I’d find a grouping feature useful, namely in currency. But also when I use Glyphs for making pictograms and other vector based work.
Thx Rainer & Alex! Will give these a look
I’ll keep that in mind.