Group without grouping!

Here's another idea: select the object you want to use as an alignment target and take note of its numerical position on the art board. That can be seen in the Transform panel. You can change the Reference Point on the 9 point icon to get a horizontal or vertical position. Select the objects that are on different layers and then enter that same horizontal or vertical axis position in the Transform panel. The selected objects will move to that new position. They will be aligned with the target object, yet remain on separate layers. 

Sergey Anosov has a very nice script that may be a thrilling starting point for you to modify it according to your specific needs.

Take a look here:

https://sites.google.com/site/dtpscripting/illustrator-scripts/positiononartboard?authuser=0

Then take a look at the "Move like a group" option.

s,

The solution is Save Selection in the Select dropdown:

1) Select all the objects across Layers;

2) In the Select dropdown click Save Selection and give it a name;

Whenever you need to select the Saved Selection, you can just:

3) Click the given name in the Select dropdown and enjoy.

It works in CS4.