How to attach objects during game play?

I want to be able to connect objects when I pick one up. Example being when I pick up a box and place it on top of another box, I want them to connect as one object. Any ideas? Thanks!

My quick thought is to create an empty game object, place then both as children under it. Any movement or control code, collusions etc can then be handled by the parent.

Thanks for the quick reply, but my intentions are to do a lego effect in the game. I have objects that the character can pick up and move, but I want the objects to be able to connect to other objects, in return build a tower.

If parenting the objects is not suitable, you might want to check out the fixed joint component.