Is it possible to create an irregular-shaped collider? If so, how? Would I need to create a couple objects and group them up into one Game Object?
Mesh colliders and parented objects are the only real way to do things, Unity or otherwise. Note that mesh colliders can be a lot more expensive, but are the only choice if you need fairly detailed collision handling for "irregular" objects.
If you don't want to use a mesh collider (maybe for performance reasons), you can build a compound collider as described halfway down this page.