grupo sql solo por filas que están en secuencia

Esto se conoce como el problema de las "islas". Usando el enfoque de Itzik Ben Gan:

;WITH YourTable AS
(
SELECT 1 AS N, 'A' AS C UNION ALL
SELECT 2 AS N, 'A' AS C UNION ALL
SELECT 3 AS N, 'A' AS C UNION ALL
SELECT 4 AS N, 'B' AS C UNION ALL
SELECT 5 AS N, 'B' AS C UNION ALL
SELECT 6 AS N, 'B' AS C UNION ALL
SELECT 7 AS N, 'A' AS C UNION ALL
SELECT 8 AS N, 'A' AS C
),
     T
     AS (SELECT N,
                C,
                DENSE_RANK() OVER (ORDER BY N) - 
                DENSE_RANK() OVER (PARTITION BY C ORDER BY N) AS Grp
         FROM   YourTable)
SELECT COUNT(*),
       C
FROM   T
GROUP  BY C,
          Grp 
ORDER BY MIN(N)