While working on a presentation last night, I noticed a problem: I had created an object by grouping a few others together, and I then made that object a hyperlink. Everything worked fine in testing, so I saved my changes, went to sleep, and then got up this morning to work on it some more. When I opened the slides, though, my hyperlink was gone. The grouped object was still grouped, it just didn't have the hyperlink shortcut arrow on it, and (obviously) didn't work as a hyperlink.
A quick read-through in the Keynote topic on Apple's Discussions forums found the answer, posted in this thread by 'Johnny Turner.'
Basically, you have to hyperlink one of the individual objects first, and then you can group the objects together into the final object. After saving, closing, and re-opening, the hyperlinks remain intact. I tested this with grouped items consisting of all text, all objects, and a mix of both, and it seems to hold true for all of them. As long as you make the link first, then group, the links will be retained after closing and re-opening the presentation.
Mac OS X Hints
http://hints.macworld.com/article.php?story=20050128055835535