Sort data in Pandas dataframe alphabetically

IIUC get_dummies

s=df.Data.str.get_dummies(',')
df['n']=s.dot(s.columns+',').str[:-1]
df
Out[216]: 
   ID         Data            n
0   1    Mo,Ab,ZZz    Ab,Mo,ZZz
1   2     Ab,Ma,Bt     Ab,Bt,Ma
2   3        Xe,Aa        Aa,Xe
3   4  Xe,Re,Fi,Ab  Ab,Fi,Re,Xe

You can split, sorting and then join back:

df['Data'] = df['Data'].apply(lambda x: ','.join(sorted(x.split(','))))

Or use list comprehension alternative:

df['Data'] = [','.join(sorted(x.split(','))) for x in df['Data']]

---

print (df)
   ID         Data
0   1    Ab,Mo,ZZz
1   2     Ab,Bt,Ma
2   3        Aa,Xe
3   4  Ab,Fi,Re,Xe

using explode and sort_values

df["Sorted_Data"] = (
    df["Data"].str.split(",").explode().sort_values().groupby(level=0).agg(','.join)
)

print(df)

   ID         Data  Sorted_Data
0   1    Mo,Ab,ZZz    Ab,Mo,ZZz
1   2     Ab,Ma,Bt     Ab,Bt,Ma
2   3        Xe,Aa        Aa,Xe
3   4  Xe,Re,Fi,Ab  Ab,Fi,Re,Xe