If you are alphabetizing a list of, say, movie titles, the common practice of ignoring definite and indefinite articles is a sensible one. And, if you're ignoring the articles, then it does also make sense—and is also common practice—to shunt them off to the end, separated by a comma, so that the letters by which the title is being sorted are at the beginning, but the article is still recoverable by anyone who wants to know the full title.
It's just that sometimes it looks a little bit silly:
Russians Are Coming, the Russians Are Coming, The