fname = raw_input("Enter file name: ")
if fname == "":
    fh = open('romeo.txt')
else:
    fh = open(fname)
lst = list()
for line in fh:
    junk = line.split()
    for w in junk:
        lst.append(w)
        lst.sort()
print lst   

 ['Arise', 'But', 'It', 'Juliet', 'Who', 'already', 'and', 'and', 'and', 'breaks', 'east', 'envious', 'fair', 'grief', 'is', 'is', 'is', 'kill', 'light', 'moon', 'pale', 'sick', 'soft', 'sun', 'sun', 'the', 'the', 'the', 'through', 'what', 'window', 'with', 'yonder']

 ['Arise', 'But', 'It', 'Juliet', 'Who', 'already', 'and', 'breaks', 'east', 'envious', 'fair', 'grief', 'is', 'kill', 'light', 'moon', 'pale', 'sick', 'soft', 'sun', 'the', 'through', 'what', 'window', 'with', 'yonder']

  
>>> text = 'A B C a b c A B C D a b c'
>>> 
>>> out = sorted(set(text.split()))
>>> out
['A', 'B', 'C', 'D', 'a', 'b', 'c']
>>>