Garnish event when changing category group
Craft.elementIndex.on('selectSource', function(){
     alert('changed the source');
});

Craft.elementIndex contains the plugin for all index pages, that means all entries as well as users and categories. There is an updateElements event as well..
Here is a full list

afterInit
selectSource
selectSite
updateElements
selectionChange
enableElements
disableElements
afterAction