我能想到的最简单的方法就是这样。。。

<ul class="categories">
<?php
    $categories = get_categories(); //can add parameters here to swtich the order, etc;
    if(!empty(categories)):
        foreach($categories as $i => $category):
?>

<li class="category">
    <span><?php echo $category->name ?></span>

        <?php

        query_posts(\'posts_per_page=-1&cat=\' . $category->term_id);
        if ( have_posts() ) :
        ?>
        <ul class="posts">
        <?php
             while ( have_posts() ) : the_post(); //we make a loop for each category, 
        ?>
            <li class="post">
                <a href="<?php the_permalink();?>"><?php the_title();?></a>
            </li>
            <?php endwhile; ?>
        </ul>
            <?php endif; ?>
        <?php wp_reset_query(); ?>
</li>
        <?php endforeach; endif; ?>
</ul>