A groupby can be obtained. it is not a clean method but I will do my best to describe. Some time back before this great site had to move there was a post related to creating a calculated field that could read multiple line or multiple select.
First you have to trick the calculated field.
create a single line text field, Name it MyChoice (this will be deleted and recreated later).
use the name of your multiple select field. correct you cannot create your multiple line or multiple select first.
once the single line field is created, create the calculated field and name it MyGroupChoice
Set calculated value of MyGroupChoice equal to MyChoice
delete MyChoice field
Create new multiple select, or multipleline field named MyChoice
now create a view that groups by calc field MyGroupChoice where value "contains" your view data.
there is also a jquery script at
http://sharepointjavascript/ that converts singleline fields into multiple select fields, where you can still use some of the above steps and groupby. this author Alexander has worked much magic.