Group adjacent values

K, 43 38

{d:(x;0N,x;y)@\:&~~':y;d[1]:(1_d 1),*|x;+d}

{a::*|x;+@[(x;{x,a};y)@\:&~~':y;1;1_]}

.

k){a::*|x;+@[(x;{x,a};y)@\:&~~':y;1;1_]}[1 2 3 4 5 6 7;9 9 15 15 15 30 9]
1 2 9 
3 5 15
6 6 30
7 7 9

Explanation

The function takes two vectors, x and y, as input

a::*|x takes the last value of x and assigns it to a.

&~~':y returns a list of indices where the y vector changes:

k){&~~':y}[1 2 3 4 5 6 7;9 9 15 15 15 30 9]
0 2 5 6

(x;{x,a};y) creates a three element list containing

1) the x vector,

2) the function {x,a} which takes an input variable x(not to be confused with the x vector which was input into the original function) and appends a, and

3) the y vector

(x;{x,a};y)@\:&~~':y takes this three element list and applies the indices to each element so that we return the x vector at those indices, the indices with a appended, and the y vector at those indices

k){b::*|x;(x;{x,b};y)@\:&~~':y}[1 2 3 4 5 6 7;9 9 15 15 15 30 9]
1 3 6 7
0 2 5 6 7
9 15 30 9

@[(x;{x,a};y)@\:&~~':y;1;1_] takes the matrix we've created and drops the first element of the second row.

k){b::*|x;@[(x;{x,b};y)@\:&~~':y;1;1_]}[1 2 3 4 5 6 7;9 9 15 15 15 30 9]
1 3  6  7
2 5  6  7
9 15 30 9

+ then transposes the result

k){b::*|x;+@[(x;{x,b};y)@\:&~~':y;1;1_]}[1 2 3 4 5 6 7;9 9 15 15 15 30 9]
1 2 9 
3 5 15
6 6 30
7 7 9

Mathematica, 40 47 / 40

Updated to handle the new rules:

#~Riffle~{##}[[-1,1]]&@@@Split[#,#2-#=={1,0}&]&

Example of use:

#~Riffle~{##}[[-1,1]]&@@@Split[#,#2-#=={1,0}&]& @
  {{1, 9}, {2, 9}, {3, 9}, {4, 15}, {5, 15}, {6, 30}, {7, 9}, {12, 9}}

{{1, 3, 9}, {4, 5, 15}, {6, 6, 30}, {7, 7, 9}, {12, 12, 9}}

Or, since "There are no restrictions on input/output format":

#[[1,1]]|Last@#&/@Split[#,#2-#=={1,0}&]&

Which when used as above outputs:

{1 | {3, 9}, 4 | {5, 15}, 6 | {6, 30}, 7 | {7, 9}, 12 | {12, 9}}

J, 53 48 43

Explicit version (43 chars):

f=.4 :'|:(#&y,{.@:#&x)(1&,,:,&1)2(-.@=/\)x'

Tacit version (48 chars):

(|:@((#{.)~,{.@]#{:@[)[:(1&,,:,&1)2&(-.@=/\)@{:)

Ungolfed version:

(|:@(({.@[#~]),{:@[#~{.@])((1&,),:,&1)@(-.@(0&=)@(2&(-/\)@{:)))

Maybe not the best way, but had a lot of fun golfing it down.

   1 2 3 4 5 6 7 f 9 9 15 15 15 30 9
   or
   (...) 1 2 3 4 5 6 7,:9 9 15 15 15 30 9
1 2  9
3 5 15
6 6 30
7 7  9