Is there a group $U$ such that for any group $G$, $G$ is isomorphic to a subgroup of $U$? 0 For any group $G$, it is isomorphic to a subgroup of a symmetric group (Cayley's theorem) so I'm wondering if we could do something like that to construct $U$. For example, every finite group is a subgroup of
$$S = \bigcup_{n \in \mathbb{N}} S_n,$$
I'm curious as to whether a construction of $U$ might be similar, if it exists.
You need to bound the size of your groups. Namely, if $U$ exists, it has a certain cardinality $\kappa$, but it is easy to see that there are groups of cardinality $>\kappa$. However, if we index the collection of all isomorphism classes of groups of cardinality $<\kappa$ for some cardinal $\kappa$ by a set $A$, then the product of all (representatives of isomorphism classes of) groups contained in $A$ forms a universal group in the sense of your question: every group of cardinality $<\kappa$ is a subgroup of this object.