如果所有帖子都显示在同一页上，那么很容易做到：

$AZposts = get_posts(array(
    \'numberposts\'     => -1,
    \'post_type\'       => \'post\',
    \'orderby\'         => \'title\',
    \'order\'           => \'ASC\',
    \'category\'    => $cat
));

$current = "";
$nav = "";
$postlist = "";
foreach($AZposts as $AZpost) {
    $firstletter = strtoupper(substr($AZpost->post_title,0,1));
    if($firstletter != $current) {
        $postlist .= "<b><a name=\'$firstletter\'> $firstletter </a></b><br>\\n";
        $nav .= "<a href=\'#$firstletter\'> $firstletter </a> ";
        $current = $firstletter;
    }
    $postlist .= $AZpost->post_title . "<br>\\n";
}

print $nav . "<br>" . $postlist;