Symphony.

<xsl:stylesheet version="1.0"
  xmlns:xsl="http://www.w3.org/1999/XSL/Transform">

<xsl:template name="alphabet">   
    <!-- en -->
    <xsl:param name="s" select="'ABCDEFGHIJKLMNOPQRSTUVWXYZ'"/>
    <xsl:variable name="a">
        <xsl:value-of select="substring($s,1,1)"/>
    </xsl:variable> 
    <xsl:variable name="s0">
        <xsl:value-of select="substring-after($s,$a)"/>
    </xsl:variable>

    <xsl:if test="$s != ''">
        <xsl:call-template name="alphabet-item">
            <xsl:with-param name="a" select="$a"/>
        </xsl:call-template>
        <xsl:call-template name="alphabet">
            <xsl:with-param name="s" select="$s0"/>
        </xsl:call-template>
    </xsl:if>
</xsl:template>

<xsl:template name="alphabet-item">
    <!-- copy this template to your page XSL, then modify it to change the default display behaviour -->
    <xsl:param name="a" select="''" />
    <a href="#{$a}"><xsl:value-of select="$a"/></a>
</xsl:template>

</xsl:stylesheet>