Algorithms

public static IEnumerable<Record> SortRecords(IEnumerable<Record> source)
{
    IEnumerable<IEnumerable<Record>> groupT = Enumerable.GroupBy(source, 
        delegate(Record r) { return r.T; },
        delegate(int key, IEnumerable<Record> items)
        {
            IEnumerable<IGrouping<int, Record>> groupH = Enumerable.GroupBy(items, delegate(Record r) { return r.H; });
            return Enumerable.SelectMany(groupH, delegate(IGrouping<int, Record> g) { return g; });
        });
    
    return Enumerable.SelectMany(groupT, delegate(IEnumerable<Record> g) { return g; });
}

public static IEnumerable<Record> SortRecords(IEnumerable<Record> source)
{
    IEnumerable<IEnumerable<Record>> groupT = Enumerable.GroupBy<Record, int, IEnumerable<Record>>(source, 
        delegate(Record r) { return r.T; },
        delegate(int key, IEnumerable<Record> items)
        {
            IEnumerable<IGrouping<int, Record>> groupH = Enumerable.GroupBy<Record, int>(items, delegate(Record r) { return r.H; });
            return Enumerable.SelectMany<IEnumerable<Record>, Record>(groupH, delegate(IEnumerable<Record> g) { return g; });
        });
    
    return Enumerable.SelectMany<IEnumerable<Record>, Record>(groupT, delegate(IEnumerable<Record> g) { return g; });
}

private static Int32 SortByLengthThenAlpha(String x, String y) {
  // 1st sort
  Int32 result = x.Length.CompareTo(y.Length);
  // result will be < 0, 0, > 0

  if (result == 0) {
    // 2nd Sort, standard string sort
    result = x.CompareTo(y);

    // and so on if more is needed
    // if (result==0) {
    // }
    //
  }
  return result;
}

Array.Sort(strings, SortByLengthThenAlpha);

Original Order
==============
Reddish
Yellowish
Redder
Greenish
Red
Orange
Yellow
Orangy
Green

Sorted
======
Red
Green
Orange
Orangy
Redder
Yellow
Reddish
Greenish
Yellowish