Tag archive in alphabetical order (see example)!

Hi!

Been messing around for a while now trying to create a working tag archive. I don’t want a tag cloud or a list of tags, but rather something like this:

http://blogg.svt.se/psl/archive

The tags are listed alphabetically under posts are displayed for each tag.

I can’t figure out how to do this. Been trying to put the tag list into an array and splitting it, but can’t get it to work. Is there a working solution already out there for this type of archive?

Would much appreciate any tips!