I don't know your fieldnames but try something like this:
<?
$listSports = "SELECT * FROM Sports ORDER BY sport";
$result1 = mysql_query( $listSports, $con );
while($row = mysql_fetch_array($result1){
$sports = $row['sport'];
$currentLeagues = "SELECT * FROM Leagues ORDER BY league WHERE sports = '$sports'";
$result = mysql_query( $currentLeagues,$con );
while($row2 = mysql_fetch_array($result){
echo $row2['league'];
}
}
?>