I have an artist's albums listed alphabetically in my iTunes, but they don't show up in the same order on my phone.
Specifically, on iTunes I erased all the years in the 'info' section and have all the albums in alphabetical order. On my phone however, it lists albums by alphabetical order, but within year categories; it will show all the songs for 2014 in one alphabetical list, then all of them from 2013 starting again at from A. I'm mostly frustrated that I organize things the way I want them in my iTunes on my computer and they don't show up the same way on my phone.
iPhone 5, iOS 8.2