You can this data by running a Delivery Recipient Report and then add the report results to a group.
  1. Email > select Email Campaigns
  2. Select the Campaigns tab
  3. Find the campaign and click Manage
  4. Select the Deliveries tab
  5. Find the delivery and click Review
  6. Under Related Actions on the left panel, click Delivery Recipient Report
  7. When the report completes, click View
  8. Click Add results to group