A nice example from classical mechanics is this: there is a hidden $SO(4)$ symmetry in the elliptical orbits of a particle in an inverse square potential, ie. the [Kepler problem][1].

The system has an obvious $SO(3)$ symmetry because the inverse square law is invariant under rotations. But there's no a priori clue that an $SO(4)$ symmetry exists in this system.

You can read about it here: http://math.ucr.edu/home/baez/classical/runge_pro.pdf

This carries over to the quantum mechanical case when you solve the Schrödinger equation for an inverse square potential.

You can read about that here: http://hep.uchicago.edu/~rosner/p342/projs/weinberg.pdf

The result is that the hidden $SO(4)$ symmetry explains the "coincidence" that many hydrogen atom states have the same energy.


  [1]: http://en.wikipedia.org/wiki/Kepler_problem