Try to search UT for Data grouping in Category: Reports & Report designer

Also you can check two following threads for some ideas:

Data grouping Thread #493870
Telephone book printing. Thread #481238

>I am producing a landscape two-column phone directory. The width of my report layout is just short of 5.5 inches. I was to group the addresses by Country, then State, then City, then the organization name. The data is a one-to-many report with the one organization to many executives.
>
>My report layout is like this:
>
>^ PAGE HEADER (EMPTY)
>^COLUMN HEADER (EMPTY)
>[COUNTRY]
>^ GROUP HEADER 1: Country
>[STATE]
>^ GROUP HEADER 2: State
>[CITY]
>^ GROUP HEADER 3: CITY
>[ORGNAME]
>[ORGADDRESS]
>[ORGCITY...etc]
>^ GROUP HEADER 4: ORGANIZATION
>[EXECUTIVE's NAME]
>[EXEC ADDRESS]
>[EXEC CITY]
>^ DETAIL
>^ GROUP HEADER 4: ORGANIZATION
>^ GROUP HEADER 3: CITY
>^ GROUP HEADER 2: State
>^ GROUP FOOTER 1: Country
>
>This produces a booklet that flows from the left column over to the next column. Everything looks great, EXCEPT that at the bottom of some columns, the report will print:
>
>MONTANA
>Helena
>
>The detail for Helena then prints on the next column. Some times is only prints the State, and then the City at the top of the next column.
>
>I have been playing with the variables in Data Grouping, such as "Start Group on new page when less than 0.5. There isn't a value that catches all the orphans.
>
>Does anyone have any tips other than simply working with the Grouping values until you get the right combination?