Rebol Function to Categorize Items in a Block
It's a useful function, and exists in underscore.js as groupBy.  So I'd probably call it group-by.  It might be useful to go function by function in underscore and use their names, possibly even putting them in the namespace _ if requested...although that's a little bit ugly.

The one thing I'll say about the interface in general, is that it's a bit too bad that what's coming back here is a block! and not a map!.  I feel like if you're reorganizing data in this pattern so that you can access it by key, then doing the linear searching both during the creation and later accesses isn't optimal.

Though perhaps rather than being a separate data type that map! should be a "hint" about an access pattern that is made on a block, like:

foo: [a [b c] d [e f] ... xyz [lmno pqrs]]
hint foo [map-access]
data: select foo 'd


Anyway, that's the only major point I'd bring up.  Minor stuff might be that you're using func and /local:

categorize: func [items [block!] test [any-function! block!] /local out value target][


Using function and letting the locals be scanned for, is more readable and maintainable:

categorize: function [items [block!] test [any-function! block!]] [


Performance-wise, the difference is negligible.  Remember that the scan only happens once here:


  delta-time [foo: func [a b /local c d] [c: 10 d: 20 return a + b + c + d] loop 10000 [foo 1 2 3 4]] 
  == 0:00:00.009
  
  delta-time [foo: function [a b] [c: 10 d: 20 return a + b + c + d] loop 10000 [foo 1 2 3 4]]
  == 0:00:00.009022


In fact, the performance difference is generally lost in the noise.  You can repeat such tests and find the FUNC version taking longer than the FUNCTION version.

out: copy []


I've been scolded for using copy [] to create blocks, because you're "wasting a series" as a template, when that series is never used.  More relevantly, I think, is that it's a habit prone to accidentally leaving off the copy and suffering the consequences.  I have a proposal out to say that block~ none would create an empty block and there would be generators for all the types of that form.  But until that happens you might want to use make block! here.