Orthogonality in model theory captures the idea of absence of non-trivial interactions between definable sets. We introduce a somewhat opposite notion of cohesiveness, capturing the idea of interaction among all parts of a given definable set. A cohesive set is indecomposable, in the sense that if it is internal to the product of two orthogonal sets, then it is internal to one of the two. We prove that a definable group in an o-minimal structure is a product of cohesive orthogonal (...) subsets. If the group has dimension one, or it is definably simple, then it is itself cohesive. As an application, we show that an abelian group definable in the disjoint union of finitely many o-minimal structures is a quotient, by a discrete normal subgroup, of a direct product of locally definable groups in the single structures. (shrink)