When you click on a tag term (or any other taxonomy term), a page is displayed listing the nodes tagged with that term. How can the nodes be displayed alphabetically?
The only module that looks like it could yield results is this one: http://drupal.org/project/taxonomy_display
But as of yet, can't get this to work as expected.
Using the Views module, enable the Taxonomy view. You can customise the content of the tag results page by adding/ordering fields, just as you would any other view.
Another possibility is to use the Node Order module:
The nodeorder module gives users an easy way to order nodes within their taxonomy terms.
A PHP way is also described in the question: alphabetize the taxonomy term page without views
