I have view of teasers which one has united filed.
Is there a way to add "group by" by this field (join field table and group by the field) into sql query of view?
In Views 3, under "advanced settings", there is a setting for enabling aggregation, which will give you group by options.
Most likely they are hidden by default as the UI is complicated enough as is.
Letharion's answer already explains the essential stuff. Nevertheless I'd like to clarify things a bit more to make it easier to find this Q&A. I lost like one or two hours for this, because they changed the name of this property.
In SQL the function is called
To allow to create such queries with Drupal's views module in Drupal 6 there was the module views_groupby.
In Drupal 7 this is working out of the box. But this option is not called group by or grouping anymore, it is called enable aggregation!
Some links to discussions in the past: