GNUS 3.14.1 will complain that the `Newsgroups:', `Keywords:', and `Control:' headers are `Unknown header field's.
For the `Newsgroups:' header, there is an easy workaround: kill on the `Xref' header instead, which will be present on any cross-posted article.
If you really want to kill on one of these headers, you can do it like this:
(gnus-kill nil "^Newsgroups: .*\\(bad\\.group\\|worse\\.group\\)")
Various people (eg., Greg Holley <holley@acuson.com>) have posted solutions to allow more efficient killing on these headers than the preceding solution. Masanobu Umeda plans to fix this problem.