<?php
$array = array("2011-September_38","2011-September_10","2010-November_1","2011-June_50","2011-June_4","2009-November_9","2009-November_29","2010-December_19","2011-September_1");
function monthCompare($a, $b) {
   $count = substr($a,strpos($a,'_'));
   $count =strlen($count);
   $count1 = substr($b,strpos($b,'_'));
   $count1 =strlen($count1);
   $da = strtotime(substr($a,0,-$count));
   $db = strtotime(substr($b,0,-$count1));
   return $da > $db;
}
usort($array, "monthCompare");
$arr = array();
foreach ($array as $val)
{   
    $tmp = explode("-", $val);
    if ( ! isset($arr[$tmp[0]]))
    {   
        $arr[$tmp[0]] = array();
    }   
    $arr[$tmp[0]][] = $tmp[1];
}   
$final = array();
foreach ($arr as $key=>$val)
{   
    $final[] = $key."-".implode("|", $val);
}
foreach ($final as $message)
{    
$cool .= $message.",";
}
$cool = substr($cool,0,-1);
$cool = explode(",",$cool);
print_r($cool);
//print_r($cool);
?>

Array
(
    [0] => 2009-November_29|November_9
    [1] => 2010-November_1|December_19
    [2] => 2011-June_4|June_50|September_1|September_10|September_38
)