Is there a collation to sort the following strings in the following order 1,2,3,6,10,10A,10B,11?

No. Collation is about alphabetical sorting, depending on code page, accent, case, width, kana. Numbers characters (0-9) have none of there properties.

So 9 is always after 10B in any sort.

You have to split it up as you noted or sort like this:

ORDER BY
    RIGHT('                              ' + MyColumn, 30)

The length in the right determines how many spaces you have.

You could of course:

• have 2 columns to make this unnecessary (and far quicker) and have a computed column to combine them
• insist on leading zeros
• right justify in a char (a stored version of my RIGHT above)

The latter 2 suggestions are like my RIGHT above and slightly different. Quicker to sort (no processing of the colukmn needed) but more storage required

I would setup a computed column then sort based on that. Something like

CAST( 
     CASE WHEN IS_NUMERIC(left(OtherColumn, 2) = 1) then 
         left(OtherColumn,2) 
     else 
         left(otherColumn, 1)  
AS INT)

Then use this column to sort by as you can now index the column.

If you want a painful way to prove what @gbn is saying (essentially that you can't tell a collation to order substrings differently), you can make a quick #temp table that has a coefficient for the order you expect, and see if ordering by any collation returns the same order:

CREATE TABLE #foo(id INT, n NVARCHAR(10));

CREATE TABLE #bar(collation SYSNAME);

SET NOCOUNT ON;

INSERT #foo SELECT 1,'1'
UNION SELECT 2,'2'
UNION SELECT 3,'3'
UNION SELECT 4,'6'
UNION SELECT 5,'10'
UNION SELECT 6,'10A'
UNION SELECT 7,'10B'
UNION SELECT 8,'11';

DECLARE @sql NVARCHAR(MAX) = N'';

SELECT @sql += N'
    WITH x AS 
    (
        SELECT n, rn = ROW_NUMBER() OVER 
        (ORDER BY n COLLATE ' + name + ') FROM #foo
    ) 
    INSERT #bar 
    SELECT TOP (1) ''' + name + ''' FROM x
    WHERE NOT EXISTS
    (
        SELECT COUNT(*) FROM #foo AS f
        WHERE f.id = x.rn
        AND f.n <> x.n
    );' FROM sys.fn_helpcollations();

EXEC sp_executesql @sql;

SELECT collation FROM #bar;

GO
DROP TABLE #foo, #bar;

This runs for me in about 10 seconds and yields 0 rows - meaning no collation available to SQL Server (at least 2008 R2, haven't tried Denali) will sort in the way you expect. You need a different way to define sorting.