You could use the .Zip() method to combine the lists as described here. You could combine them into a class or an anonymous type and then sort them.
int[] numbers = { 1, 2, 3, 4 };
string[] words = { "one", "two", "three" };
var numbersAndWords = numbers.Zip(words, (first, second) => new { Num = first, Word = second });
var sorted = numbersAndWords.OrderBy(x => x.Num).ToList();
Alternately, if you can guarantee that all the lists are of the same length (or just grab the shortest list) you could use the following instead of the .Zip() extension.
var numbersAndWords = numbers.Select((number, i) => new { Num = number, Word = words[i], Foo = myFoos[i] }); // Where myFoos is another collection.
And in the lambda combine all the items from the separate lists into an object at the same time by accessing the collection by index. (Avoids multiple use of .Zip()) Of course, if you try to access an index that is larger than the list size you will get an IndexOutOfRangeException.
.ThenBy()method before the call to.ToList()