Sorry, that isn't a feature of Lightroom. I can see where that could be a useful feature if you're processing HDR or Pano images.
One thing you can do, is to put the images into a stack (Control-G or Command-G). When the images are in stacks, you only see the topmost image in the stack (group) and can move between them using the arrow keys. Once in the stack, you can expand or collapse the stack pre pressing "S" - this won't select all the images in the stack, but perhaps this will help speed your navigation.
Note that if you have groups of images shot in HDR or Pano style, they will likely have capture times that are close together. You can auto-stack your images by capture time to create a folder full of image stacks quickly, with "Photo > Stacking > Auto-Stack by Capture Time..."
I hope that is some help.