Write an expression that will return the first alphabetical character, then just Order By [that expression]
Order By substring(LTrim(
Replace(Replace(Replace(Replace(Replace(
Replace(Replace(Replace(Replace(Replace(
colname, '1', ''),'2',''),'3',''),'4,''),'5', ''),
'6',''),'7',''),'8',''),'9',''),'0',''))
1,1)
If you want the rows sorted by the entire city name, and not just by the first character (as question title specifies) then use this:
Order By LTrim(
Replace(Replace(Replace(Replace(Replace(
Replace(Replace(Replace(Replace(Replace(
colname, '1', ''),'2',''),'3',''),'4,''),'5', ''),
'6',''),'7',''),'8',''),'9',''),'0',''))
Above is a guess (I haven't tried it), but the idea is first delete all numeric characters from the column value, then take the first character of whatever is remaining.
Also, if this works, and if you have any development access to the dataabse, (thinking DRY principle), I would add a computed column to this table, (or a separate view against the table), that is defined to use the above expression, so that this "extraction" of the town name is available to all other code that might want to access it without copying this expression everywhere you may need it..