I think you mean shift-click.

With all your desired layers selected, look in the flyout menu of the layers panel for "collect in new layer"

Ctrl clik on the target icon (buuls eye) against the each layer

You need to ctrl click on the target icon for each layer

Larry is correct.

This is what you would get if you click on one objet on the canvas then shift click on another object and then go to the layers panel and shift click each layers's object in between they will be added to the selection but when you collect them into a group that will collect them into a new top layer. which is probably not what you want.

However there is no reason this could not be a feature as a layer collection so that if you activate the collection they are selected but if you just select the object on its own layer it is  activated independently.

I am not sure this can be scripted be it might be worth a try.

Don't know about selecting layers by first/last, but to select multiple consecutive layers in the layers palette.....

Option-click (Mac) on a layer to highlight it and, with the option key still pressed, drag down the list--DO NOT click-drag on the target icons as logic would tell you.  As you drag down the layer list, the target icons will become selected.

Shift-Option-click allows you to skip layers and continue selecting additional consecutive layers on down the palette.

       Note:  Drag slowly or some layers will not select.

Strange, I know.  It took me years to stumble upon this.

Whats the point of being able to select a layer then?

maybe delete selected layers? or mege them together?

The original question was how to select multiple layers (consecutive and

non-consecutive) and their objects, in the layers palette.

The solution is to option-click-drag in the layer NAME AREA of the layers

palette. The layer's "targets" and the layer's objects will highlight as you

drag down the list.  For selecting non-consecutive layers,

shift-option-click-drag or just click.

Very excellent discovery Bearsto very excellent.

Carlos also has a good way as well and some credit should be given to Jacob as well because saving the selection could be useful as well.

Hey everyone. I've just discovered a partial solution to this problem. It has annoyed me for years too. The solution works in CS6, but with one limitation: you can't use it to select objects that are in different groups or layers due to limitations of selecting layers in the layers palette.

1. Select layers in the layers palette. Unfortunately, it appears all layers must be at the same level of hierarchy i.e. all in the same group, or all siblings of each other. You can use shift-click or command-click to select the layers.
2. From the layers palette submenu, select "collect in new layer"
3. Option-click on the new layer to select all the objects in that layer
4. Undo

Now if only we could select layers inside different groups at the same time. Regardless, this technique would work well to solve Katrina12345's issue of selecting 2 or 3 hundred objects quickly and easily.

check the script on this thread

http://forums.adobe.com/message/4820011#4820011