Simple user script (Greasemonkey ready) to sort alphabetically list of collections shown when “Add to Collection” button is clicked by the instructable on www.instructables.com. By default this list is sorted by collection's creation date.

instructables.sort.add.instructable.to.collection.alphabetically.user.js

// ==UserScript==
// @name        Instructables: sort “Add Instructable to Collection” list alphabetically
// @namespace   thebodzio
// @include     /^https?://www.instructables.com/id/.*/
// @version     1
// @grant       none
// ==/UserScript==

// Returns the UL element holding all the LIs with collections names 
// or "null" if it's not found
var getCollectionsContainer = function () {
	var collectionsContainer =
		document.getElementById('CollectionChooser');

	if (collectionsContainer != null) {
		collectionsContainer = collectionsContainer
			.getElementsByClassName('dropdown-menu-options')[0];
	}

	return collectionsContainer;
};

// Sorts collections contained in collectionsContainer element
var sortCollections = function (collectionsContainer) {

	// Don't bother if there's no container
	if (collectionsContainer) {

	    // Collection of all LIs
	    var items = collectionsContainer.children;

	    // Returns collection name extracted from LI's innerHTML
	    var itemName = function (item) {
		return item.firstElementChild.firstChild.textContent;
	    };

	    // Array in which LIs are to be sorted in proper order
	    var sortedItems = [];

	    // Filling array with LI references
	    for (var i = 0; i < items.length; i++) {
		sortedItems.push(items[i]);
	    }

	    // Sorting LIs in newly initialized array
	    sortedItems.sort(function (itemA, itemB) {
		return itemName(itemA).localeCompare(itemName(itemB));
	    });

	    // Placing LIs in proper order within the UL container
	    for (var i = 0; i < sortedItems.length; i++) {
		collectionsContainer.appendChild(sortedItems[i]);
	    }
	}
};

// Polls for collections container and once it's found it sorts its elements.
// Number of milliseconds between polls is given as delay parameter.
var pollForCollectionsContainer = function (delay) {

	var collectionsContainer = getCollectionsContainer();

	if (collectionsContainer == null) {
		setTimeout(pollForCollectionsContainer, delay);
	} else {
		sortCollections(collectionsContainer);
	}
};

// If necessary, delay can be made longer to lessen the strain on the CPU
pollForCollectionsContainer(1e3);

Updated version, taking into account recent changes in Instructable's, that is: transferring the collections list via AJAX.