The notion of group entropy is proposed. It enables the unification and generaliztion of many different definitions of entropy known in the literature, such as those of Boltzmann-Gibbs, Tsallis, Abe, and Kaniadakis. Other entropic functionals are introduced, related to nontrivial correlation laws characterizing universality classes of systems out of equilibrium when the dynamics is weakly chaotic. The associated thermostatistics are discussed. The mathematical structure underlying our construction is that of formal group theory, which provides the general structure of the correlations among particles and dictates the associated entropic functionals. As an example of application, the role of group entropies in information theory is illustrated and generalizations of the Kullback-Leibler divergence are proposed. A new connection between statistical mechanics and zeta functions is established. In particular, Tsallis entropy is related to the classical Riemann zeta function.