In Outlook 2010, I received an email with a list of email addresses in the body of the message. Is there an easy way to turn the entire list into a new contact group?
There is a free Save Email Addresses from Messages to Contact Group utility that can do that. It integrates in Outlook as an add-in and you can run it right from Outlook ribbon on a message's window. In order to achieve the result, copy all email addresses to clipboard, create a new message, paste addresses to "To" field and run the utility. There is also a commercial version that can extract addresses right from message text.
I recommend this utility because I'm one of its developers, so feel free to ask any further questions.
I would suggest you copy those contacts from email body to an excel sheet and then save it as a .CSV file.
Import the .CSV file to contacts folder and map fields.