In this guide I will show how-to connect two management groups. A reason to run multiple management groups could be geography dividing or dividing based on your organization. In this example I have one management group in the Contoso domain and another in the Fabrikam domain. Contoso.local and Fabrikam.local is not in the same forest, but there is a two-way trust between them. 

A management group connector is a one-way connection. Operators in the top level management group, in this example Contoso, can access alerts and run response task in Fabrikam management groups in a single view. They dont need to run multiple consoles to see alerts from both management groups. Follow these steps to setup a connector where Contoso will be the management group to recive alerts from Fabrikam:

1. At the Contoso Ops Mgr Server – From the Start Menu, select the Operations System Center Operations Console
2. In the Navigation pane (left), Click Administration
3. In the Administration pane, right-click Connected Management Groups and choose Add Management Group
4. In the Add Management Group window, input the name of the other management group and the FQDN of the other root management server. Also choose a account to use, this account need permissions to connect to the other root management server and also permissions to update info in the other operations database. Then Click Add
5. In the Navigation pane (left), Click Monitoring
6. In the Monitoring pane, click Show Connected Alerts. You will have to input credentials once every console session, you could also grant you account permissions to the other management group. Please note that if you not click Show Connected Alerts, you will not see alerts from connected management groups.
7. In this view you can now see alerts both from the local management group and the connected management group

I have seen some questions about synchronize two management groups, so you can see all alerts from both management groups in both management groups console. If you want to do that, you will have to create a additional connector in the other management server.