Is there a way to group 2 or more windows so that they act together? If I drag one, they all move. If I hide one, they all hide. If I alt-tab to one, they all come in focus, etc.
These windows might be in different applications
I do believe I understand what you are requesting, and actually find it very interesting. However, this functionality does not exist in the base OS itself (10.5.x | 10.6.x | 10.7.x). An alternative to grouping windows in OS X, that you be interested in, is to utilize Mission Control (10.7) and Expose. In Mission Control you can add a new Desktop and drag your window(s)/Applications into that new Desktop thereby grouping them. They do not have to be like items and this can be done a number of times. Expose does not really cover what you have requested, but still is beneficial in terms of grouping like items.
Have you seen Optimal Layout? I've never used it so I can't comment from experience, but the features list in the Mac App Store states:
Windows can STICK TOGETHER
So, it might have the functionality you're looking for.