The only way I know how to do this is through iCloud, which is where my contacts are stored.
If you are using iCloud this is probably the same for you.
This is how:
1. Open Contacts in iCloud
2. Select All Contacts or the group you want to print
3. Click on the gear wheel in the footer of the right-hand pane and 'Select All' from the drop down menu
4. Cmd-P to Print (or Review PDF in Preview just to make sure it is in alpha order)
I recently upgraded my iMac OS from 10.6.? to 10.8.2. Mail is 6.2. Contacts is 7.1. Most everything seems to be working OK. However, I noticed that I cannot print out my Mail contacts in alphabetical order. I have gone to Mail to Preferences to General and "Show first name before last name." Then I chose "Sort by Last Name." The names are then sorted alphabetically by last name. However, when I go to print, they seem to be sorted randomly when printed. Each time I print, they are in the same incorrect arrangement. This occurs on either of my 2 printers.
Am I missing some printing option? Any suggestions would be appreciated.