How would this feature be useful?
It can simplify filtering specific sessions to be run. It can simplify writing long commands like nox -s tests, lint, type, .... It can also extend the functionality of nox.options.sessions.

Describe the solution you'd like
I have two ideas how this can be done.
Basically it can be run by:
nox -m [mark-name] if feature called "Marks" as in pytest,
nox -t [tag-name] if feature called "Tags".
And nox will run only sessions annotated by this mark/tag.

1st option
In noxfile.py it can be configured either by:

@nox.mark("mark_name")
@nox.session()
def ...

or

@nox.tag("tag_name")
@nox.tag("other_tag_name")
@nox.session()
def ...

2nd option

nox.options.tags = {
    "default": ["session1", "session2"],  # this might replace `nox.options.sessions`
    "tag1": ["session1", "session4"],
    "tag2": ["session2", "session3"],
    etc.
}

Personally I prefer the 2nd option, I think it makes it more clear and concise.
And also I prefer "Tags" over "Marks" name, IMO "Tags" more precisely describe what it is. On the other hand, "Marks" might be known for those who use pytest.