using System.Collections.Generic;
var initialList = new List<ViewModel>
new ViewModel { OuterCaption = "A outer", InnerCaption = "A inner", Caption = "E", Id = 8},
new ViewModel { OuterCaption = "B outer", InnerCaption = "B inner", Caption = "A", Id = 5},
new ViewModel { OuterCaption = "A outer", InnerCaption = "B inner", Caption = "A", Id = 12},
new ViewModel { OuterCaption = "B outer", InnerCaption = "B inner", Caption = "B", Id = 9},
new ViewModel { OuterCaption = "A outer", InnerCaption = "B inner", Caption = "B", Id = 23},
new ViewModel { OuterCaption = "B outer", InnerCaption = "C inner", Caption = "A", Id = 10},
new ViewModel { OuterCaption = "A outer", InnerCaption = "B inner", Caption = "C", Id = 16},
new ViewModel { OuterCaption = "A outer", InnerCaption = "A inner", Caption = "C", Id = 4},
new ViewModel { OuterCaption = "A outer", InnerCaption = "A inner", Caption = "D", Id = 7},
new ViewModel { OuterCaption = "C outer", InnerCaption = "A inner", Caption = "A", Id = 31},
new ViewModel { OuterCaption = "B outer", InnerCaption = "A inner", Caption = "A", Id = 19},
new ViewModel { OuterCaption = "B outer", InnerCaption = "A inner", Caption = "B", Id = 20},
new ViewModel { OuterCaption = "A outer", InnerCaption = "A inner", Caption = "A", Id = 1},
new ViewModel { OuterCaption = "A outer", InnerCaption = "A inner", Caption = "B", Id = 3}
}.OrderBy(vm => vm.OuterCaption).ThenBy(vm => vm.InnerCaption).ThenBy(vm => vm.Caption);
var list = initialList.GroupBy(vm => vm.OuterCaption).ToList();
foreach (var outerGrouping in list)
Console.WriteLine(outerGrouping.Key);
Console.WriteLine("~~~~~~~~~~~~~~~~~~");
foreach (var innerGrouping in outerGrouping.GroupBy(vm => vm.InnerCaption))
Console.WriteLine(innerGrouping.Key);
foreach (var vm in innerGrouping)
Console.WriteLine("Caption: " + vm.Caption + " Id:" + vm.Id);
Console.WriteLine("------------------");
Console.WriteLine("~~~~~~~~~~~~~~~~~~");
public string OuterCaption { get; set; }
public string InnerCaption { get; set; }
public string Caption { get; set; }
public int Id { get; set; }