HideFlags.HideAndDontSave

Description

The GameObject is not shown in the Hierarchy, not saved to to Scenes, and not unloaded by Resources.UnloadUnusedAssets.

This is most commonly used for GameObjects which are created by a script and are purely under the script's control.

using UnityEngine;
using System.Collections;

public class ExampleClass : MonoBehaviour
{
    // Creates a Material that is explicitly created & destroyed by the component.
    // Resources.UnloadUnusedAssets will not unload it, and it will not be editable by the Inspector.
    private Material ownedMaterial;
    void OnEnable()
    {
        ownedMaterial = new Material(Shader.Find("Diffuse"));
        ownedMaterial.hideFlags = HideFlags.HideAndDontSave;
        GetComponent<Renderer>().sharedMaterial = ownedMaterial;
    }

    // Objects created as hide and don't save must be explicitly destroyed by the owner of the object.
    void OnDisable()
    {
        DestroyImmediate(ownedMaterial);
    }
}