HideFlags.DontSave

Description

The object will not be saved to the scene. It will not be destroyed when a new scene is loaded.

It is your responsibility to cleanup the object manually using DestroyImmediate, otherwise it will leak.

JavaScript

// Instantiates a Plane everytime the game starts and never destroys it 
// even if you stop your game preview
// NOTE: Watch out, this can cause LEAKS

function Start() {
    var notDestructable : GameObject = GameObject.CreatePrimitive(PrimitiveType.Plane);
    notDestructable.hideFlags = HideFlags.DontSave;
}

using UnityEngine;
using System.Collections;

public class example : MonoBehaviour {
    void Start() {
        GameObject notDestructable = GameObject.CreatePrimitive(PrimitiveType.Plane);
        notDestructable.hideFlags = HideFlags.DontSave;
    }
}

import UnityEngine
import System.Collections

class example(MonoBehaviour):

    def Start():
        notDestructable as GameObject = GameObject.CreatePrimitive(PrimitiveType.Plane)
        notDestructable.hideFlags = HideFlags.DontSave