<?php
//get all terms (e.g. categories or post tags), then display all posts in each term
$taxonomy = 'post_tag';//  e.g. post_tag, category
$param_type = 'tag__in'; //  e.g. tag__in, category__in
$cat_id = get_the_category();
$cat = $cat[0];

$term_args=array(
  'orderby' => 'name',
  'order' => 'ASC',
  'cat' => $cat,
);
$terms = get_terms($taxonomy,$term_args);
if ($terms) {
  foreach( $terms as $term ) {
    $args=array(
      "$param_type" => array($term->term_id),
      'post_type' => 'post',
      'post_status' => 'publish',
      'posts_per_page' => -1,
      'caller_get_posts'=> 1
      );
    $my_query = null;
    $my_query = new WP_Query($args);
    if( $my_query->have_posts() ) {
      echo 'List of Posts in '.$taxonomy .' '.$term->name;
      while ($my_query->have_posts()) : $my_query->the_post(); ?>
        <p><a href="<?php the_permalink() ?>" rel="bookmark" title="Permanent Link to <?php the_title_attribute(); ?>"><?php the_title(); ?></a></p>
       <?php
      endwhile;
    }
  }
}
?>