Hello Marcel,
It can be done with K2. It requires coding though. You can look for an extension at the JED or at
getk2.org/extend of you have to create it your self. (Either creating a new K2 Category template or preferably a new component for items,)
If it is categories you want to display then you can simply mod_menus (The letters being a menu item as well ) and a simple JS script so you can scroll down to the letter you want.