Is there a way to group iCloud calendars so I can turn on/off several at once? For instance, I'm subscribed to 3 different sports teams calendar. Which is nice for me knowing when games are, but can be cluttering when I'm working. Now I know this is only 3 calendars so it's not a big deal to just uncheck them. But say I wanna add more.

Is there a way I can create a "sports" group or something and add them all in. I believe this feature used to exist, but now I'm on Yosemite and don't see anything like it.
If I understand you correctly, then here is the way to merge multiple Sports Events calendars in to your iCAL (calendar) on your Mac.

First choose which ones (one by one) and use download -Save to your Mac.



Once you have them all downloaded, Open your iCal (Calendar) on your Mac.

Under File choose Import.

Locate the downloaded file and click Import. Repeat for other events calendars.



In my test the result is as follows.