Complex, but this will work:
Select Case
When a>b And a>c And a>d Then a + ',' +
Case When b>c And b>d Then b + ',' +
Case When c>d Then c Else d End
When c>b And c>d Then c + ',' +
Case When b>d Then b Else d End
When d>b And d>c Then d + ',' +
Case When b>c Then b Else c End End +
When b>a And b>c And b>d Then b + ',' +
Case When a>c And a>d Then a + ',' +
Case When c>d Then c Else d End
When c>a And c>d Then c + ',' +
Case When a>d Then a Else d End
When d>a And d>c Then a + ',' +
Case When a>c Then a Else c End End + ',' +
etc...
End
but I'd do this in code not in database...
EDIT: (as a computed column):
Alter Table MyTable Add Column SortedABCD As
Case
When a>b And a>c And a>d Then a + ',' +
Case When b>c And b>d Then b + ',' +
Case When c>d Then c Else d End
When c>b And c>d Then c + ',' +
Case When b>d Then b Else d End
When d>b And d>c Then d + ',' +
Case When b>c Then b Else c End End +
When b>a And b>c And b>d Then b + ',' +
Case When a>c And a>d Then a + ',' +
Case When c>d Then c Else d End
When c>a And c>d Then c + ',' +
Case When a>d Then a Else d End
When d>a And d>c Then a + ',' +
Case When a>c Then a Else c End End + ',' +
etc...
End