Creating a new object
 

I have created a trapezoid shape using four line segments. I've grouped them together.

How do I convert this into a shape that can be filled, labeled, etc. in the same manner as if I had drawn a rectangle using the rectangle tool?

(I am using the "Pro" version).

Unfortunately in Omnigraffle lines are lines and shapes are shapes. You cannot really convert between them like you are hoping.

That being said, you CAN build custom shapes using the Pen Tool. The Pen tool lets you build custom shapes with fancy bezier curves, but if you don't create the curves, you can easily create shapes just by pointing and clicking in the spots you want to. Try that out.

The other way to make a trapezoid out of a rectangle is to, with the rectangle shape created on your canvas and selected, go to the Style: Lines and Shapes inspector and you'll see a bunch of little thumbnail shapes. You can select a trapezoid there. Not as flexible as building your own, but could be quicker too.

(Also, there are a few "smart shapes" in there like arrows, where you can adjust the shape of the arrow head).

-- Morgan

That makes sense, though as a feature request it would be great to be able to convert a set of lines into a "shape"!

I tried using Pen Tool, and it really wanted to make the last part of my trapazoid into a bezier curve. I'll keep trying...

I'll also play around with the different shapes you suggested, including "smart" shapes. Sounds fun!

Also try using the grid when making shapes like trapezoids. I find it makes it easier.