You can use Templates
with RadComboBox and nest any control that can be grouped. For example, consider using RadSiteMap as in this demo - Customizing Appearance
. Attached is also another example which can help you get started.
Also, you can see the help topic on how to Group related items
the Telerik team
Do you want to have your say when we set our development plans? Do you want to know when a feature you care about is added or when a bug fixed? Explore the Telerik Public Issue Tracking
system and vote to affect the priority of the items