Making use of the tricks in "Getting the last argument passed to a shell script" we can make a simple shell function that should work no matter how many files you want to move:
# Bash only
mvdir() { mkdir -p "${@: -1}" && mv "$@"; }
# Other shells may need to search for the last argument
mvdir() { for last; do true; done; mkdir -p "$last" && mv "$@"; }