Another very-cool undocumented feature on another regex engine is re2's Set. It compiles a collection of regex to a single regex, and so allows you to very efficiently match a string against an array of patterns.
If you mention re2 the main cool feature about it is that it is efficient, matching in linear time using DFA. Unfortunately unicode strings need to be encoded to utf8 but if you can design your application to work with utf8 bytestrings you can avoid that cost.
[1] http://re2c.org