Look at the "Customizing Threading" node in the Gnus manual.
Here are some often requested changes.

== By Subject ==

By default, Message IDs and
References headers are used for threading.  Other people's clients are
often broken, however, and don't maintain References.  If these people
post a lot, threading in those groups will be messy.  You can 
force Gnus to gather threads by subject instead.

 (setq gnus-summary-thread-gathering-function 'gnus-gather-threads-by-subject)

== Fuzzy Matching ==

To ignore whitespace, "Re:" and diverse other things when comparing subjects, you can use fuzzy matching.

 (setq gnus-summary-gather-subject-limit 'fuzzy)

== Adding a message to an existing thread ==

KaiGrossjohann said on the ding mailing list (the mailing list for
[[Gnus]]) that you can select a message which is to be the parent, hit
`#' on it, then select the message to be added to that thread, and hit
`T ^' on that.

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CategoryGnus