I think it's against Facebook's Terms and Conditions to sell a Facebook group. However, I've seen this done before, so I guess it's possible. Try blackhatworld.
This is New thing for me. If it is possible so great news for me..actually i have Facebook groups in which more than 500 members.
If you want to sell : Facebook App, Page, Group : - Be sure first that you received the payment - Add the other person as Administrator, and tell him to delete you from the admins list.
Do what FBApps says, the other thing to do is go to flippa and check for similar orders, in flippa you can sell it.