1. Backup your Address Book by selecting File then Backup Address Book
2. Create a new group and call it anything you like (I suggest “Z”)
3. Select all of your contacts and drag them in to this new group
4. Click on your first existing group (let’s pretend it is called Group1) and select all of its contacts (Command-a)
5. Click on the Z group and you will notice that only the contacts you have just selected are highlighted
6. Press Tab once to switch focus to the Name column
7. Hit the Delete key and then click the Remove From Group button

At this point, you have a group called Z which contains all your contacts except those listed in Group1. Repeat steps 4 thru 7 for all your remaining groups and you will end up with group Z containing only those contacts not assigned to any other groups.