Is there a way to group objects from different layers together and have them stay on their original layers?

As it is, if you group several objects together, they all move to the "active layer." for example if I have several objects that are on multiple layers that I need to group for alignment, etc... and I want them to all stay on the layers they are set to.... they will all move to the "active layer" when they are grouped. Then I have to go back afterward and individually select them all and move them back to the layers they belong on....