Following up on @jangorecki's excellent answer, here's a way to use a text progress bar:
library(data.table)
dt = data.table(a=1:4, b=c("a","b"))
grpn = uniqueN(dt$b)
pb <- txtProgressBar(min = 0, max = grpn, style = 3)
dt[, {setTxtProgressBar(pb, .GRP); Sys.sleep(0.5); sum(a)}, b]
close(pb)