少し見にくいですが、次のように UNION を使用してみてください。
SELECT * FROM (
SELECT 'ABCD' AS myGroup, name FROM users WHERE LEFT(name,1) IN ('A','B','C','D')
UNION
SELECT 'EFGH' AS myGroup, name FROM users WHERE LEFT(name,1) IN ('E','F','G','H')
UNION
SELECT 'IJKL' AS myGroup, name FROM users WHERE LEFT(name,1) IN ('I','J','K','L')
UNION
SELECT 'MNOP' AS myGroup, name FROM users WHERE LEFT(name,1) IN ('M','N','O','P')
UNION
SELECT 'QRST' AS myGroup, name FROM users WHERE LEFT(name,1) IN ('Q','R','S','T')
UNION
SELECT 'UVWX' AS myGroup, name FROM users WHERE LEFT(name,1) IN ('U','V','W','X')
UNION
SELECT 'YZ' AS myGroup, name FROM users WHERE LEFT(name,1) IN ('Y','Z')
) AS myResults ORDER BY mygroup,name
GROUP BY に少し追加すると、COUNT のような集計結果が得られます。
SELECT myGroup, COUNT(name) as myGroupCount FROM (
SELECT 'ABCD' AS myGroup, name FROM users WHERE LEFT(name,1) IN ('A','B','C','D')
UNION
SELECT 'EFGH' AS myGroup, name FROM users WHERE LEFT(name,1) IN ('E','F','G','H')
UNION
SELECT 'IJKL' AS myGroup, name FROM users WHERE LEFT(name,1) IN ('I','J','K','L')
UNION
SELECT 'MNOP' AS myGroup, name FROM users WHERE LEFT(name,1) IN ('M','N','O','P')
UNION
SELECT 'QRST' AS myGroup, name FROM users WHERE LEFT(name,1) IN ('Q','R','S','T')
UNION
SELECT 'UVWX' AS myGroup, name FROM users WHERE LEFT(name,1) IN ('U','V','W','X')
UNION
SELECT 'YZ' AS myGroup, name FROM users WHERE LEFT(name,1) IN ('Y','Z')
) AS myResults GROUP BY mygroup ORDER BY mygroup,name