identify groups of linked episodes which chain together

The Bioconductor package RBGL (an R interface to the BOOST graph library) contains a function, connectedComp(), which identifies the connected components in a graph -- just what you are wanting.

(To use the function, you will first need to install the graph and RBGL packages, available here and here.)

library(RBGL)
test <- data.frame(id1=c(10,10,1,1,24,8),id2=c(1,36,24,45,300,11))

## Convert your 'from-to' data to a 'node and edge-list' representation  
## used by the 'graph' & 'RBGL' packages 
g <- ftM2graphNEL(as.matrix(test))

## Extract the connected components
cc <- connectedComp(g)

## Massage results into the format you're after 
ld <- lapply(seq_along(cc), 
             function(i) data.frame(group = names(cc)[i], id = cc[[i]]))
do.call(rbind, ld)
#   group  id
# 1     1  10
# 2     1   1
# 3     1  24
# 4     1  36
# 5     1  45
# 6     1 300
# 7     2   8
# 8     2  11

Here's an alternative answer that I have discovered myself after the nudging in the right direction by Josh. This answer uses the igraph package. For those that are searching and come across this answer, my test dataset is referred to as an "edge list" or "adjacency list" in graph theory (http://en.wikipedia.org/wiki/Graph_theory)

library(igraph)
test <- data.frame(id1=c(10,10,1,1,24,8 ),id2=c(1,36,24,45,300,11))
gr.test <- graph.data.frame(test)
links <- data.frame(id=unique(unlist(test)),group=clusters(gr.test)$membership)
links[order(links$group),]

#   id group
#1  10     1
#2   1     1
#3  24     1
#5  36     1
#6  45     1
#7 300     1
#4   8     2
#8  11     2

Without using packages:

# 2 sets of test data
mytest <- data.frame(id1=c(10,10,3,1,1,24,8,11,32,11,45),id2=c(1,36,50,24,45,300,11,8,32,12,49))
test <- data.frame(id1=c(10,10,1,1,24,8),id2=c(1,36,24,45,300,11))

grouppairs <- function(df){

  # from wide to long format; assumes df is 2 columns of related id's
  test <- data.frame(group = 1:nrow(df),val = unlist(df))

  # keep moving to next pair until all same values have same group
  i <- 0
  while(any(duplicated(unique(test)$val))){
    i <- i+1

    # get group of matching values
    matches <- test[test$val == test$val[i],'group']

    # change all groups with matching values to same group
    test[test$group %in% matches,'group'] <- test$group[i]
  }

  # renumber starting from 1 and show only unique values in group order
  test$group <- match(test$group, sort(unique(test$group)))
  unique(test)[order(unique(test)$group), ]
}

# test
grouppairs(test)
grouppairs(mytest)