Yes, it is possible!
but well...as it is open source, everything is possible
anyway, I don't know of any config files to change that...and never heard of it (which doesn't mean that it doesn't exist, btw!).
So, what I could suggest is to do a simple modification in the source files:
go in the directory where you put the sources of nagios (before you compiled them).
In this directory, you will find a "cgi" folder => go in there
You'll find status.c and status.cgi.
Find this string: "servicefilter cgi var"; and then add the part in bold below (too bad: the bold balise doesn't work in a code snippet...)
/* servicefilter cgi var */
/* free memory allocated to the CGI variables */
Save the file and exit.
Remove the status.cgi file
and launch "make" in this folder...
this will create a new file "status.cgi"; you'll just have to replace the old one in "nagios-dir/sbin" and here you go:
when you click on "host detail" in the web interface, the hosts will be sorted alphabetically!!
(I assumed you wanted it in the "host detail" panel ... Hope I assumed correctly :))
Anyway, the good point is that I've "shown" you where and how you can change this kind of things ...
So with a bit of pratice and curiosity, you can change pretty much everything.