I needed to add a file to a directory that didn't exist using the GitHub web interface (I didn't want to clone the repo [lazy I know]). If you add a new file and then type the name of the directory and then the forward slash (/) it will automatically create the folder:
Screen Shot 2015-04-24 at 11.21.55 AM

Screen Shot 2015-04-24 at 11.21.59 AM

Cool trick for the two times a year I need to make changes directly on the GitHub site. ;-)