Remark 1. From a pseudogroup $\Gamma$ on $M$ (for example the local symplectomorphisms if $M$ is equipped with a symplectic form, or the local diffeomorphisms preserving a foliation...) an (abstract) groupoid $\mathcal{G}=\mathrm{Germ(\Gamma)}$ can be obtained via the construction of germs, and I believe it's also a (usually infinite dimensional) Lie groupoid. In this case $\mathcal{G}_0$ is some space of germs of manifolds, and $\mathcal{G}_1$ consists of germs of local diffeomorphisms belonging to $\Gamma$. (Edit: for the benefit of the readers let me say D.Carchedi in his answer below has pointed out that this $\mathcal{G}$ is actually finite dimensional).