what a great question...only place I can think of is on the user personal summary; so not something you can report on, sadly. This might be one you need an API for.

You can pull a user report of your entire organization and look-up from your Group report/list. It may be too tedious, but you’ll get what you are looking for.

Yes, you have the option to compare the group export and bulk user export. In the bulk user export, apply the same filters that were used in the rule for group creation, and then proceed to compare the results from both exports.

This tells me who is in a group. If a user is not in a group they will not be in any of the exports. So, it sounds like I have to export all the group list, then export all users, combine the data somehow and figure out who isn’t in any groups. This is crazy because the majority of the groups are automatic and change continously. By the time I do all this to get an answer I will have to double check each user on the list to see if conditions changed. 

Thanks for all the suggestions. I think I have a game plan at least. I am going to start by looking into an API to extract all the users in all the groups, really don’t want to do each group mannually. Then combine that with an all users extract. 
I find it odd that branch is in the user fields for all the custom reports we can generate but group isn’t. Not even in the “Users” report or the “Groups/Branches-Courses” report. 

If they added groups to the Users report I would be all set. 

Thank you for this post… I was just asked this very same question by one of our Power Users.  I have had the same issue as well - I know it may be hard to have a list of all groups that all users in your list belong to, but it would be great to at least see how many groups each user was assigned to so you know which ones were not assigned to any groups.