This option is missing from OS X, unfortunately. To get around it, I recommend the following.
First, add the printer to your Dock. To do this, it's pretty simple.
System prefs -> Print & Fax -> then double click on the printer you want on your dock. After you double click, it will show your printer in the dock. Once you see it there, CONTROL CLICK on the printer icon on your dock, and choose "keep in Dock'.
Now, once that's done... navigate to the directory you want to print in the Finder. Then drag the 'proxy' icon (it's the icon in the middle of the toolbar on the Finder window) directly onto the Printer icon on your Dock.
This will bring up the print dialog that will let you print an alphabetical print listing. I usually do a print preview first, just in case it's a really long listing, then i can get an idea of how many pages it's going to take to print.
To get other directory listing, you really need to drill down into the terminal and use the grep command.