Object.DontDestroyOnLoad

Description

Makes the object target not be destroyed automatically when loading a new scene.

When loading a new level all objects in the scene are destroyed, then the objects in the new level are loaded. In order to preserve an object during level loading call DontDestroyOnLoad on it. If the object is a component or game object then its entire transform hierarchy will not be destroyed either.

using UnityEngine;
using System.Collections;

public class ExampleClass : MonoBehaviour {
    void Awake() {
        DontDestroyOnLoad(transform.gameObject);
    }
}