REQUIRES UNITY5 FOR FULL SUPPORT (I don't have Unity 4, and Unity Corp blocks backwards-compatibility, sorry!)
Unity won't let you create new files or folders from the keyboard.
NB: you can download a binary-only version of this (no source), version 1.0 (no bugfixes) for free here: http://t-machine.org/index.php/2015/06/09/use-ctrl-shift-n-to-create-new-scripts-in-unity-project-window-fast/
This utility fixes that - select a file or folder in the Project window and press "shift-N".
...but it goes a bit further:
- Correctly auto-names your C# and JS files (unlike Unity)
- Hit Tab to quickly cycle between file types
- Intelligently creates in the currently-selected folder
