Sort by Capture Time. You may also want to have the edited images Stacked with the original.
I have seen similar problems in LR5 with the film strip at the bottom of the Develop module. The sorting normally fixed it self by going to the Library module and then back to the Develop module. Give swapping modules a try and see if that fixes the sorting.
Thank you for the suggestion, Shootisbond007. Unfortunately it doesn't resolve the issue. The capture time in a psd doesn't match the original raw file...or files since the psd may include several images. So I had always resorted to using filenames YYYYMMDDHHMMSS<extention> and sorting by filename.
The frustrating thing is this has worked since LR1...and now it doesn't.
ManicaJoe, thanks for the suggestion - although flipping between Library and Develop doesn't change the sort order.
I tried Adobe support but that was getting nowhere. I may have to try again.